| Date | Topic | Reading | Extras | |
| lec1 | Mon Aug 22 |
Intro & Motivation; review probability | Ch. 1,2 | |
| lec2 | Wed Aug 24 |
finish probability; discrete RV's | Ch. 4 | |
| lec3 | Mon Aug 29 |
Continuous RV's; Pairs of RV's | Ch. 6 | |
| lec4 | Wed Sep 31 |
Conditional pdf; functions of a RV; jointly Gaussian | Ch. 6 | |
| (Labor Day Holiday) | ||||
| lec5 | Wed Sep 7 |
Iterated Expectation; MMSE Estimation: Linear vs Unconstrained | Ch. 7 | |
| lec6 | Mon Sep 12 |
uses of mgf; Cauchy; central limit theorem | Ch. 7 | |
| lec7 | Wed Sep 14 |
Bernoulli process and related RV's: Binomial, Geometric, Negative Binomial | Ch. 7 | |
| lec8 | Mon Sep 19 |
From Bernoulli to Poisson | Ch. 9 | |
| Wed Sep 21 |
QUIZ 1 | |||
| lec10 | Mon Sep 26 |
More Poisson: Exp/Erlang/chi-square/Gamma | Ch. 9 | |
| lec11 | Wed Sep 28 |
Stationarity, WSS vs SSS, ergodicity | Ch. 10 | |
| lec12 | Mon Oct 3 |
WSS: Autocorrelation function | Ch. 10 | |
| lec13 | Mon Oct 10 |
The PSD; Impact of Filtering on PSD | Ch. 11 | |
| lec14 | Wed Oct 12 |
PSD in the complex plane; minimum-phase spectral factorizaton | Ch. 11 | |
| (Fall Break) | ||||
| lec15 | Wed Oct 19 |
arithmetic and geometric means, whitening, innovations | Ch. 13 | |
| lec16 | Mon Oct 24 |
Linear Prediction | Ch. 13 | |
| Wed Oct 26 |
QUIZ 2 | |||
| lec18 | Mon Oct 31 |
Wiener filtering | Ch. 13 | |
| lec19 | Wed Nov 2 |
Wiener filter examples | Ch. 13 | |
| lec20 | Mon Nov 7 |
Markov Chains | Ch. 15 | |
| lec21 | Wed Nov 11 |
Markov state classification; balance equation, fundamental convergence theorem | Ch. 15 | |
| lec22 | Mon Nov 14 |
Markov: birth-death, Ehrenfest | Ch. 15 | |
| lec23 | Wed Nov 16 |
Recursive analysis of Markov Chains | Ch. 15 | |
| Mon Nov 21 |
QUIZ 3 | |||
| (Thanksgiving Break) | ||||
| lec24 | Mon Nov 28 |
Continuous-time Random Processes | Ch. 9, 10 | |
| lec25 | Wed Nov 30 |
WSS Sinusoids; Poisson impulse process, | Ch. 9, 10 | |
| lec26 | Mon Dec 5 |
Shot noise, Wiener Phase Noise, ADC and DAC for random processes | Ch. 9, 10 | |
| Fri Dec 9 |
FINAL EXAM, 6pm - 8:50pm |