ECE 514 Random Processes

Probabilistic descriptions of signals and noise, including joint, marginal and conditional densities, autocorrelation, cross-correlation and power spectral density. Linear and nonlinear transformations. Linear least-squares estimation. Signal detection. 3 credit hours.

 
   
   
Prerequisite
 

Statistics 371; Signals and Linear Systems; Linear Algebra; Calculus

 

Course Requirements  

Homeworks: 10

Exams: 2

Project: 1

 

Textbook
 

A. Papoulis and S.U. Pillai, Probability, Random Variables and Stochastic Processes, McGraw Hill Pub, ISBN 0-07-36601106

 

Computer and Internet Requirements  

NCSU has recommended minimum specifications for computers used for classes. Depending on your computer needs, we recommend your computer meet or exceed the following minimum specifications below.

PCs must have an Intel-compatible 1 GHz processor, 512 MB RAM, 60 GB hard drive with 1 GB free space available, 256 Color Display, CD-ROM drive, 1024x768 (min.) video adapter, sound card, and speakers. The operating system should be Windows XP Pro. Real One Player Basic (available free online) and high speed Internet connection such as cable, DSL, T1 or LAN will be required for EOL courses.

MAC users must have a G4 processor with firewire and USB factory built-in, 512 MB RAM, 60 GB with 1GB free space available, 256 Color Display, CD-ROM drive, 1024x768 (min) video adapter, sound card, and speakers. The operating system must be MacOS 10.4 (minimum) along with the above RealOne and Internet specifications above.

For more detailed information on computer specifications and recommendations, please refer to our website at: http://engineeringonline.ncsu.edu/currentstudents/computeraccess.htm

 

Instructor  

Dr. Hamid Krim, Professor
Dept. of Electrical & Computer Engineering
North Carolina State University
EBII, 2099, Campus Box 7911
Raleigh, NC 27695-7911

Phone: 919- 513-2270
Fax: 919-515-2285
EMail: ahk@eos.ncsu.edu
Instructor Website: http://www4.ncsu.edu/~ahk