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 Objectives

This course will acquaint students with the basic elements of probability theory, statistics, 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: 6-7 homework assignments with 2-3 homeworks/mini projects with software development

EXAMINATIONS: 2 tests during the semester

SOFTWARE REQUIREMENTS: Access to a computer with Matlab, which is a free download for NCSU Engineering students. See:

• Textbook

Probability, Random Variables and Stochastic Processes, Paperback - 4th edition, January 1, 2002 by A. Papoulis and S.U. Pillai. ISBN-13:978-0071226615; ISBN-10:0071226613. (Note: New and used paperback editions are available from Amazon for ~$45.)

• Computer and Internet Requirements

NCSU and Engineering Online have recommended minimum specifications for computers. For details, click here.

• Instructor

Dr. Hamid Krim, Professor
Electrical & Computer Engineering
Engineering Building II (EB2) 2099, Box 7914
NCSU Campus
Raleigh, NC 27695

Phone: 919-513-2270
Fax: 919-515-5523