Bucknell University

Spring, 1999

Richard J. Kozick

Office: Room 220 Dana

Phone: (570) 577-1129

FAX: (570) 577-1822

Email: `kozick@bucknell.edu`

Web:
` http://www.eg.bucknell.edu/~kozick `

Office hour schedule for Spring, 1999 is MWF 2 - 3
PM.

I can also meet MWF 12 - 1 PM, but please
give me advanced warning for these times by sending
email
or calling.

** PLEASE BRING THE TEXTBOOK TO CLASS **

It can also be accessed by following the link from my home page at

The course home page contains the homework assignments, syllabus, sample MATLAB programs, and other course information.

The grading will be objective, so you will be evaluated with respect to an absolute scale rather than in comparison with your classmates. There are no limits on the number of A's, B's, etc.10 quizzes (<= 30 minutes) at 4% each 40% 2 1-hour exams at 10% each 20% Final exam 15% Homework and projects 15% Presentations 10%

Graduate students will be given additional assignments.

Exam 1:Thursday, February 4, 1999Exam 2:Thursday, March 18, 1999

We will also have 10 quizzes during the semester.
The only class dates that will *not* have a quiz are
February 4 and March 18 (since we will have exams on those days),
and February 11.
These quizzes will follow closely with the material
from the previous class session and the homework assignments.
Missed quizzes cannot be made up, so it is important that you attend
all class sessions.

Some quizzes and exams may require you to use MATLAB. The course will conclude with a final exam.

Homework will be assigned weekly.
A subset of the homework problems will be
collected and graded.
You are responsible to understand *all* of the homework
problems, since the quizzes will be based primarily on the
homework assignments and class notes.

There will also be "project" assignments that provide hands-on experience with the course material, often involving processing with MATLAB.

Each student will be asked to prepare a 10-15 minute presentation to the class. The presentations will be done in groups of 2 or 3 students, and I will assign the topic. In many cases, the groups will present their solution to a problem. Your presentation should be well-prepared and clear.

Late homework and project
assignments will *not* be accepted, since we will review
the solutions during class.
You are encouraged to work on the homework and projects with groups of
your classmates. However, the work that you submit for
grading must be written *individually*.

- Probability (what it means, axioms)
- Random variables
- Probability mass function (pmf) and probability density function (pdf)
- Cumulative distribution function (cdf)
- Expectation, mean, variance, higher moments
- Conditional probability and conditional expectation
- Joint probability distributions
- Independence and correlation of random variables
- Moment generating function
- Useful probability distributions (Gaussian, uniform, binomial, Poisson, and others)
- Laws of large numbers
- Random processes
- Statistical inference: detection and estimation (least squares, maximum likelihood, Cramer-Rao bound)
- Applications to digital communications and statistical signal processing (matched filter, Wiener filter)