Course Description
Random processes occurring in electrical engineering. An introduction to probability and random variables is followed by stochastic processes and noise. Topics include auto- and cross-correlation functions, power spectral density, response of linear systems to random signals, and noise figure calculations.
Instructors
Dr. Tariq
Elkourdi
Email: tariq.elkourdi@njit.edu
Office: FMH
101
Office Hours:
Friday, 5-6pm ET
or any other time by appointment
TA:
Enlong Hu
Email: eh36@njit.edu
Office: FMH
101
Course Material
Textbook: Peyton Z. Peebles Jr., Probability, Random Variables and Random Signal Principles, McGraw Hill, 4th Ed., 2001.
Prerequisite
ECE 232 and ECE 333.
Grading
The distribution of the course grade is (%10) weekly homework assignments, (%20) two short tests, (%35) one midterm exam, and (35%) one final exam. There are no make-up exams.
Announcements
HW problem sets are posted in Moodle.
Fall 2014: Course Schedule
|
Week |
Topics |
Chapter |
Pages |
|
1 |
Set, Sample Space, Joint and Conditional Probability |
1 |
1-23 |
|
2 |
Bernoulli Trials, Random Variables, Density Functions, and Gaussian Random Variables |
1-2 |
28-31 41-54 |
|
3 |
Binomial, Exponential, Rayleigh Distributions and Conditional Distributions |
2 |
54-63 |
|
4 |
Expectation, Central Moment, Variance, and Characteristic Functions |
3 |
77-87 |
|
5 |
Transformation of a Random Variable, Vector Random Variable, Joint Distribution Function – Exam 1 |
3-4 |
87-92 107-112 |
|
6 |
Marginal Distribution and Density Functions |
4 |
112-116 |
|
7 |
Statistical Independence Distribution. Expectation of a Function of Random Variables |
4-5 |
121-125 141-146 |
|
8 |
Midterm Exam |
|
|
|
9 |
Jointly Gaussian Random Variables. Random Processes |
5-6 |
148-151 179-188 |
|
10 |
Stationary Random Processes, Correlation Functions, Gaussian Random Process |
6 |
188-206 |
|
11 |
Power Density Spectrum – Exam 2 |
7 |
220-225 |
|
12 |
Bandwidth of Power Density Spectrum. Auto-Correlation Function |
7 |
225-234 |
|
13 |
White Noise, Linear Systems |
7-8 |
246-251 270-275 |
|
14 |
Random Signal Response of Linear Systems |
8 |
276-286 |
|
15 |
Review |
|
|
|
16 |
Final Exam |
|
|
Links
MATLAB tutorials from MathWorks
NJIT Honor Code
The NJIT Honor Code will be upheld, and any violation will be brought to the immediate attention of the Dean of Students.
Changes in the syllabus might be possible. Students will be informed of those changes in the class announcements and on the web.