ENGIN 322
Linear System Theory II
http://www.faculty.umb.edu/tomas_materdey/322s05/
Tomas Materdey
Office: S-03-110
Phone: (617) 287-6435
Objective: An introduction to
probabilistic description via the probability density function or distribution
function- and statistical description via the ensemble average, variance, etc-
of random signals as applied to the analysis of linear systems. Key topics and concepts also include: conditional probability,
statistical independence, correlation, sampling theory, confidence intervals,
hypothesis testing, stationary and ergodic processes, autocorrelation and
crosscorrelation functions, spectral density, and their interconnections.
Activities: Discussion of the main points
in lectures will complement reading assignments (click on Course Syllabus above). Students are encouraged to do the examples with
solutions that appear after each section in the text, and to ask and answer
themselves many more questions.
Textbook: Probabilistic Methods of
Signal and System Analysis, 3rd ed. (required)
Cooper and
McGillem
*The textbook is currently
available in the campus bookstore.
Assessment: The students can monitor their
progress by doing the weekly homework assignments. The weekly problem sets will
usually be assigned on Tuesdays and due a week later in class. There’ll be an
in-class exam every four weeks, and an accumulative final. The grade
distribution will be home-works (15%), exams (45%), and final (40%).
Course syllabus: click here
Meeting: The class meets Tuesdays and
Thursdays
Office hours: Tuesdays and Thursdays 10-11am, and
other times by appointment