ECE 700 Topic 4 - Analytical Methods for Electrical and Computer Engineering
Instructor:
Dr.
Albert
Wasef,
E2-
3346.A,
ext.
31155
Email:
awasef@uwaterloo.ca
Time:
Thursdays
5:30pm-8:20pm
Room:
RCH
306
Office
hours:
To
be
announced,
or
by
appointment.
Course
website:
LEARN
Course Description
With the increased interconnection of research areas within Electrical and Computer engineering, it is becoming more critical that individuals possess an increased breadth of knowledge with a strong background in all facets of Electrical and Computer engineering.
This course will cover the essentials of Linear Systems (Laplace and Z‐transforms, stability, impulse response, transfer functions, and state‐space models, in continuous‐time and discrete‐time); Probability (recap. of elementary concepts, linear least squares estimation, law of large numbers, central limit theorem); Optimization (unconstrained optimization, constrained optimization with equality and inequality constraints, and linear programming).
Course Outline
Part I: Linear Systems
- Laplace and Z transforms
- Stability, Impulse response, transfer functions
- State space models: Continuous and discrete time
Part II: Probability Concepts
- Random Variables and Distribution Functions
- Multivariate random vectors
- Mean, variance and expectations
- Linear least squares estimation
- Law of large numbers, central limit theorem
Part III: Optimization
- Methods for Constrained Optimization: Linear programming, Lagrange multipliers, KKT conditions.
- Methods for Unconstrained Optimization: line search, Steepest Ascent, Newton-Raphson, and DFP.
Grading
The grading scheme is as follows:
- Assignments: 20%
- Midterm Exam: 20%
- Final Exam: 60%
Recommended background
There is no formal pre‐requisite for this course, but a strong foundation in linear algebra and calculus, as they relate to engineering, is expected.
Text
Course notes
References
- G. James, “Advanced Modern Engineering Mathematics,” 4th edition, Prentice Hall, 2011.
- G. James, “Modern Engineering Mathematics,” 4th edition, Prentice Hall, 2010.