Description
Fundamentals of random variables, introduction to random signals, and simulation of random phenomena. Topics include random variables and their key characteristics, sequences of random variables, central limit theorem, properties of random processes, correlation and spectral analysis, linear systems with random inputs, and prediction of random signals.
Instructor
Dr. Tariq
Elkourdi
Email: tariq(dot)elkourdi(at)njit.edu
Office: FMH 101
Office Hours: Monday, 5-6pm ET
TA: Liang Zhang
Email: lz284
Office: FMH 410D
Office Hours: Tuesday 3-5pm
Course Material
Intuitive probability and random processes using MATLAB, Steven Kay, Springer, 2006
Software: MATLAB – available in computer labs and IST website
Grading
The distribution of the course grade is (%30) weekly homework assignments, (%35) one midterm exam, and (35%) one final exam. For MATLAB homework problems, only MATLAB files will be accepted. There are no make-up exams.
Announcements
Midterm exam solutions and grades are now posted in Moodle.
Spring 2014: Course schedule
|
Week |
Topic/Learning Activity |
Textbook Problems |
|
1 |
Computer SimulationReadings: Appendix 2A (pgs. 31-34), Chap. 2 (pgs. 17-19, 21) |
1.14, 1.15, 1.16, 2.1, 2.3, 2.10, 2.14 |
|
2 |
One Discrete Random VariableReadings: Chap. 5 (pgs. 111-113), Chap. 6 (pgs. 137, 141), Chap. 6 (pgs. 143-149, 155) |
5.9, 5.31, 6.5, 6.10, 6.20, 6.21, 6.26 |
|
3 |
One Continuous Random Variable and Mixed Random Variables
Readings: Chap. 10 (pgs. 293-297), Chap. 10 (pgs.
303-306, 310), Chap. 10 (pgs. 313-316), Chap. 10 (pgs. 324),
Chap. 10 |
5.9, 5.31, 6.5, 6.10, 6.20, 6.21, 6.26 |
|
4 |
Two Jointly Distributed Continuous Random VariablesReadings: Chap. 12 (pgs. 385-389, 391-394), Chap. 12 (396-397, 400-401, 403-408), Chap. 12 (pg. 412), Chap. 12 (pgs. 414-415, 417-418), Chap. 13 (pgs. 438-439, 446-447) |
12.38, 12.45, 12.52, 12.56, 13.4, 13.8, 13.19, 13.21 |
|
5 |
N Jointly Distributed Continuous Random Variables
Readings: Chap. 14 (pgs. 458-459, 461-462), Chap.
14 |
14.1, 14.10, 14.13, 14.17, 15.2, 15.13, 15.21 |
|
6 |
Simulation and Analysis of Random VariablesReadings: Chap. 9 (pgs. 272-277) |
9.4, 9.12, 9.25, 9.32, 9.33 |
|
7 |
Midterm Exam |
|
|
8 |
Basic Random Processes and Wide Sense Stationary Random ProcessesReadings: Chap. 16 (pgs. 520-526, 528-531), Chap. 16 (pgs. 533-536), Chap. 17 (pgs. 549-555, 557) |
16.7, 16.14, 16.16, 16.22, 16.24, 17.5, 17.12 |
|
9 |
No activities, Spring Break occurs this week. |
|
|
10 |
Ergodic Random Processes and Power Spectral Density of a Random ProcessReadings: Chap. 17 (pgs. 562-564, 566), Chap. 17 (pgs. 567-569, 571-575), Chap. 17 (pgs. 580-585) |
17.21, 17.24, 17.28, 17.34, 17.35, 17.39, 17.42, 17.45, 17.50 |
|
11 |
Linear Systems and Wide Sense Stationary Random ProcessesReadings: Chap. 18 (pgs. 599-600, 602-606), Chap. 18 (pgs. 623-626), Chap. 17 (pgs. 576-577, 579) |
18.1, 18.4, 18.5, 18.7, 18.11, 18.29, 18.32, 17.46, 17.25 |
|
12 |
Simulation and Analysis of Random SignalsReadings: Chap. 18 (pgs. 626-630) |
18.34 |
|
13 |
Multiple Wide Sense Stationary Random ProcessesReadings: Chap. 19 (pgs. 642-647), Chap. 19 (pgs. 647-648, 650-652), Chap. 19 (pgs. 652-656), Chap. 19 (pgs. 657-658), Chap. 19 (pgs. 661-662) |
19.1, 19.3, 19.10, 19.12, 19.26, 19.28 |
|
14 |
Gaussian Random ProcessesReadings: Chap. 20 (pgs. 673, 676-678), Chap. 20 (pgs. 681-686), Chap. 20 (pgs. 687-689) |
20.2, 20.5, 20.11, 20.14, 20.19 |
|
15 |
Wiener FilteringChap. 18 (pgs. 609-617), |
18.13, 18.14, 18.27 |
|
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.
* On campus course only. Online students please see course page in Moodle.