Bucknell University

Spring, 2001

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 `

Tentative office hour schedule for Spring, 2001 is
Monday 9-10 AM, Tuesday 10-11 AM, Wednesday 1-2 PM.

Please contact me to arrange other times.

(Refer to the
course home page for the most up-to-date office hours)

** 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 (<= 20 minutes) at 4% each 40% 2 1-hour exams at 10% each 20% Final exam 10% Homework and projects 20% Presentations 10%

Graduate students will be given additional assignments.

Exam 1:Thursday, February 15, 2001Exam 2:Thursday, March 22, 2001

We will also have 10 short quizzes during the semester. These quizzes will follow closely with the material from the previous class sessions 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 at least one 10-15 minute presentation to the class. The presentations will be done in groups of 2 or 3 students, and I will assign the groups and the topics. In many cases, the groups will present their solution to a homework 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 on the due date.
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)