About ten years ago we had the idea to begin a course in probability for students of electrical engineering. Prior to that electrical engineering graduate students at the Naval Postgraduate School specializing in communication, control, and signal processing were given a basic course in probability in another department and then began a course in random processes within the Electrical and Computer Engineering (ECE) department. ECE instructors consistently found that they were spending far too much time “reviewing” topics related to probability and random variables and therefore could not devote the necessary time to teaching random processes.
The problem was not with the teachers; we had excellent instructors in all phases of the students’ programs. We hypothesized (and it turned out to be true) that engineering students found it difficult to relate to the probability material because they could not see the immediate application to engineering problems that they cared about and would study in the future.
When we first offered the course Probabilistic Analysis of Signals and Systems in the ECE department, it became an immediate success. We found that students became interested and excited about probability and looked forward to (rather than dreading) the follow-on courses in stochastic signals and linear systems. We soon realized the need to include other topics relevant to computer engineering such as basics of queueing theory. Today nearly every student in Electrical and Computer Engineering at the Naval Postgraduate School takes this course as a predecessor to his or her graduate studies. Even students who have previously had some exposure to probability and random variables find that they leave with much better understanding and the feeling of time well spent.
