ECE 673 - Random Signal Analysis I

Description

This is an introduction course to random analysis at graduate level which helps to build the theoretical foundation for students in communication, signal processing and networking areas. Topics include probability and random variables; random processes and sequences; linear system response to random input; special classes of random processes; applications to signal detection and linear minimum mean square error filtering. 

• Review of Probability and Random Variables

• Random Processes and Sequences

• Linear Systems Response to Random Inputs

• Special Classes of Random Processes (Gaussian, ARMA model, Markov and Poisson)

• Applications in Signal Detection

• Linear MMSE Filtering (Linear MMSE, Kalman Filter, Wiener Filter)
  

Prerequisites

Linear system theory and random signal theory at undergraduate level. (Although these materials will be reviewed at beginning of the course, we will proceed quickly to graduate level topics.)

Instructor

Professor Roy You
Email: you@adm.njit.edu
Phone: (973) 596-3528
Office: 333 ECE Building 
Office Hour: Monday 4-6pm

Textbook

Random Signals: Detection, Estimation and Data Analysis
K. Shanmugan and A. Breipohl
John Wiley & Sons, Inc. 1988.

Requirements

There will be weekly problem sets (20% of grade), one midterm (40%), and one final exam (40%). Some of the problem sets will involve Matlab simulation. You can obtain a copy of Matlab software from the campus computing facility.

Schedule