ECE 321-001: Random Signals and Noise

-- H. Ge

TIME & PLACE

Tuesdays/Thursdays (4:00-5:25pm), FMH-110, Fall 2014.

INSTRUCTOR

Dr. Hongya Ge, Room 333, ECEC.

Office Hours: 10:30am -- 12:00pm Wed. or by appointment.
Phone: (973) 642-4990, Fax: (973) 596-5680, Email: ge@njit.edu

PRE/CO-REQUISITES

ECE232 (Circuits and Systems II), ECE333 (Systems and Signals)

TEXT BOOKS &

REFERENCES

R. D. Yates, and D. J. Goodman, Probability and Stochastic

Processes: A Friendly Introduction for Electrical and Computer
Engineers, 2nd ed., John Wiley & Sons, Inc. 2005.
P. Z. Peebles Jr., Probability, Random Variables and Random Signal
Principles, McGraw Hill, 4th Ed., 2001.
Course Handouts and HW Assignments and Solutions will be posted
on ECE321-001 course directory on NJIT Moodles (Your UCID and
course registration are required for downloading course materials).

GRADING

Homework (10%), Quiz (30%), Midterm (30%), Final (30%)

ABSTRACT

Emphasis will be placed on basic concepts, fundamental principles,

thinking and reasoning probabilistically, and ``tricks of the trade''.
Topics will include: basic set and probability theory; random variables
and their functions; probability mass/density function, characteristic
function and statistical moments of random variables; random processes
and sequences of random variables; central limit theorem; properties of
commonly encountered random processes; correlation and spectral
analysis; linear systems with random inputs.
Application examples in electrical engineering will be presented.

OUTLINE:

Week 1: Introduction -- Experiments, Models, and Concepts

Set Theory (concepts, elements, and algebra)
Week 2--3: Random Variables Discrete and Continuous Cases
Week 4--6: Multiple Random Variables and Their Functions
Week 6--7: Sum of Random Variables and Central Limit Theorem
Week 8: Sample Mean and Confidence Intervals
Week 9: Midterm Exam (10/28 or 10/30, W/D deadline: 11/3)
Week 10: Statistics of Random Variables (Ensemble vs. Sample)
Week 11--12: Random Processes: Ergodic, Stationary, and WideSense Stationary Random Processes; the ACF, CCF and PSD
Week 13--14: Linear Systems with Random Inputs, Applications
Week 15: Final (12/16)

NJIT Honor Code will be upheld, and that any violations will be brought to the immediate attention of the
Dean of Students.