University of California,
Santa Barbara
Department of Electrical and Computer Engineering
Stochastic Processes in Engineering
ECE 235 - Fall 2008
Instructor: Professor John J. Shynk
Schedule: Tuesday and Thursday
4:00 - 5:50 p.m.
Phelps Hall 1437
Tuesday, 12:30 - 1:30 p.m. and Thursday, 1:00 - 2:00 p.m.
A first-year graduate course on stochastic processes, including: review of basic probability;
Gaussian, Poisson, and Wiener processes; wide-sense stationary processes; covariance function
and power spectral density; linear systems driven by random inputs; basic Wiener and Kalman filter theory.
Homework Problems (weekly), 20%
Midterm Exam (open book), 30% (Thursday, October 30, 4:00 - 5:50 p.m.)
Final Exam (open book), 50% (Friday, December 12, 4:00 - 7:00 p.m.)
Stark and Woods, Probability and Random Processes with Applications to Signal Processing, Prentice-Hall, 3rd Edition, 2002
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Last Updated: December 12, 2008