ECE 514 Random Processes

3 Credit Hours

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.

Prerequisite

Introduction to Probability and Distribution Theory (NC State ST 371); Signals and Linear Systems (impulse response, Fourier transform); Linear Algebra (matrices, determinants, vectors); Calculus (integration, differentiation)

Course Objectives

This course will acquaint students with the basic elements of probability theory, random variables, and random processes. The material covered will provide students the ability to comfortably read a research paper and conduct studies where uncertainty prevails and/or can/should be modeled.

Course Requirements

HOMEWORK: weekly homework assignments plus a mini project involving software development

EXAMINATIONS: 1 – 2 tests during the semester plus a final

Textbook

Probability and Random Processes for Electrical and Computer Engineers – (first edition), 2006, by John A. Gubner, ISBN: 978-0-521-86470-1

Computer and Software Requirements

SOFTWARE: Access to a computer with Matlab, which is a free download for NCSU Engineering students. See: https://software.ncsu.edu/