EE 391 - RANDOM SIGNALS AND NOISE

This course is part of the Communication Series.  It follows a pragmatic approach to Probability and Random Processes.  Topics include: An introduction to discrete and continuous probabilities, probability and its use in engineering applications.  Spectral representation of random processes (e.g. noise and speech signals) and their use in communication systems.  MatLab is used extensively to present concepts, provide exercises, and allow student simulation of probability distributions.

Instructor:

Jeffrey N. Denenberg

Email:

[email protected]

Phone:

(203) 268-1021  (all day & evenings)

Credits:

3

Pre-requisites:

EE 301 - Transform Analysis Techniques (or equivalent)

Exams:

Two (~5th&11th wk) - 30% ea.
Comprehensive final - 40%

Textbook:

“Probability and Random Processes,”
D. G. Childers, McGraw-Hill (Irwin), 1997, ISBN # 0-256-13361-1

Software:

MatLab 4.2c or higher (Available to students through the instructor, Several add-in

Reference:

“Introduction to MatLab for Engineers and Scientists,” D. M. Etter, Prentice-Hall, 1996, ISBN # 0-13-519703-1

 

modules are also available for other topics)

Topics:

1.

Introduction to Probability

1.1-2.12

(1 week)

2.

Conditional Probability;

2.12-2.15

(1 week)

3.

Permutations and Combinations;

2.16-2.20

(1 week)

4.

Introduction to MatLab; 

Etter

(1 week)

 

Exam 1 

 

 

5.

Discrete Random Variables;

3.1-3.4

(1 week)

6.

Continuous Random Variables; 

3.5, 3.6

(1 week)

7.

Joint and Conditional Probabilities;

3.7-3.11

(1 week)

8.

Expected values; Mean, Variance and Moments;

4.1-4.7

(1 week)

9.

Functions of Random Variables; The Central Limit Theorem;

4.8-4.10

(1 week)

 

Exam 2

 

 

10.

Random processes;

5.1-5.3

(1 week)

11.

Spectral Analysis; Correlation;  Ergodicity

6.1-6.15, 7.1-7.8

(1 week)

 

Random Processes and Linear Systems

8.1-8.6

(1 week)

 

Final Exam

 

12/17/97

Course  Goals

1.

Develop an understanding of Probability and Random Processes and their engineering applications.

2.

Develop familiarity with how and where to apply these techniques to analyze communication systems.

3.

Reinforce the use of modern computer-based tools in engineering analysis and simulation.

Estimated ABET category content as estimated by faculty member who prepared this course description:

Engineering Science:  2 credits or 67%            Engineering Design:  1 credit or 33%

Prepared by:  Jeffrey N. Denenberg                                                                    Date:  August 28, 1997