ENGIN 322
Linear System Theory II
http://www.faculty.umb.edu/tomas_materdey/322s06/
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