Rutgers, The State University of New Jersey
Electrical and Computer Engineering

Fall 2009

Stochastic Signals and Systems
(16:332:541)

World Wide Web Homepage

ANNOUNCEMENTS

Please post any (non-private) questions to the ece-541 rams mailing list
Information on the course project posted below is still outdated. An update will be posted shortly.
Some old exams appear below. Let me know if you find problems with these exams. For reference, the 2005 midterm was designed for more than an 80 min class period.
No class on Wednesday, November 25.
First Exam: in class on Monday October 5

INSTRUCTOR:

Roy Yates can be reached at ryates@winlab.rutgers.edu. Office hours are by appointment

TEXTBOOK:

R. Yates and D. Goodman, Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, 2^nd Edition, John Wiley and Sons.

CLASS OUTLINE

Chapters 1-4: 4 classes
Chapter 5: 2 classes
Chapter 10: 2 classes
Chapter 12: 4 classes
Chapter 6: 2 classes
Chapter 7: 2 classes
Midterm Exam (week of Nov 3)
Chapter 8: 2 classes
Chapter 9: 2 classes
Chapter 11: 3 classes
Project Presentations: 2 classes

MISCELLANEOUS PDF Documents

2008 Midterm Exam 2008 Midterm Exam Solution

Old Exams

o 2006 Midterm 2006 Midterm Solution

2006 Final Exam 2006 Final Exam Solution

DATES TO REMEMBER

Class every Mon/Wed at 5:00PM.
First Exam on Monday Oct 5.

ASSIGNMENTS

These assignments will be collected and graded.

Assignment 1: Problems 2.10.7 and 2.10.8. The due date is Wednesday 9/23.
Assignment 2: Problems 3.6.8, 3.7.15, and 3.9.7 due in class on Wed 9/30.

PROBLEMS AND SOLUTIONS

You should do as many of these problems as necessary to feel comfortable with the material.

PS 1: Problems 1.4.4, 1.4.5, 1.4.7, 1.5.6, 1.6.5, 1.6.7, 1.7.7, 1.8.7, 1.9.4

PS1 Solution

PS 2:

Chapter 2 Problems 2.8, 3.13, 5.9, 6.6, 7.7, 7.8, 8.8, 10.4
Chapter 3 Problems 2.5, 4.14, 5.10, 7.2, 8.8, 8.9
PS2 Solution

PS 3: (to be collected on Wed, Sept. 28)

Chapter 4 Problems 1.6, 2.8, 4.3, 6.8, 8.6, 9.14, 10.17
Chapter 5 Problems 1.3, 4.7, 5.1, 5.4, 6.9, 7.6, 7.7
PS3 Solution

PS 4:

Chapter 5 Problems: 5.7.8, 5.8.2, 5.8.4
Chapter 10 Problems: 10.2.4, 10.3.4, 10.4.2, 10.5.5, 10.5.6, 10.5.8, 10.6.3, 10.6.4
PS4 Solution

PS 5:

Chapter 12 Problems: 12.1.4, 12.1.7, 12.3.2, 12.3.3, 12.5.5, 12.5.6, 12.6.2, 12.8.2, 12.9.1, 12.10.1, 12.10.5, 12.11.2, 12.11.3
PS5 Solution

PS 6:

Chapter 6 Problems: 6.1.3, 6.2.2, 6.2.6, 6.3.4, 6.4.3, 6.4.4, 6.5.4, 6.6.3, 6.8.1, 6.8.5
PS6 Solution

PS 7:

Chapter 7 Problems: 7.1.3, 7.2.2, 7.2.4, 7.3.3, 7.3.4, 7.3.6, 7.4.2, 7.4.6 (collected after the midterm)
PS7 Solution

PS 8:

Chapter 8 Problems: 8.1.2, 8.1.6, 8.2.8, 8.2.10, 8.3.1, 8.3.4, 8.3.9, 8.4.4
PS8 Solution Problem 8.4.4 Solution

PS 9:

Chapter 9 Problems: 9.1.4, 9.2.2, 9.2.6, 9.3.2, 9.4.2, 9.4.6, 9.4.7, 9.5.3
PS9 Solution

PS 10:

Chapter 10 Problems: 10.7.3, 10.8.1, 10.8.3, 10.9.4, 10.10.3, 10.11.2, 10.12.1
PS10 Solution

PS 11:

Chapter 11 Problems: 11.1.4, 11.2.7, 11.3.3, 11.4.3, 11.8.3, 11.8.10
PS11 Solution

Additional Assigned Problems

Problem 1 (Due Oct 11) Problem 1 Solution

Additional Solutions

Part 1 Part 2

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If you have questions, comments or other suggestions please email your comments to ryates@winlab.rutgers.edu

Rutgers, The State University of New Jersey Electrical and Computer Engineering