Tennessee Technological University
ECE 6250 – Random Signals and SystemsCatalog Description:Lec. 3. Cr. 3.Prerequisite: ECE?3910 or equivalent. Probability models used in engineering; transformations of random variables; stochastic processes for engineering applications; linear least-square estimation; spectral analysis; Markov systems.Course Coordinator:Dr. Adam L. AndersonUpdated:3/27/2015Textbook(s) and Supplemental Material(s):Required: Probability, Statistics, and Random Process for Engineers, 4th Edition, Henry Stark and John W. Woods, Pearson, 2012.References: Course Goal(s):The course goal is to teach the students the basics, and fundamentals, of stochastic processes and system analysis, including probability and statistics. Instructional Outcomes for the Course:Upon completion of this course, the student will be able to:1. Determine the PDF of functions of random variables. 2. Determine stationarity of random signals.3. Calculate output behavior of linear systems to random inputs.4. Characterize power spectral density of random signals.5. Solve problems involving randomness.6. Perform Monte Carlo simulations in Matlab.Course Topics:Review: ProbabilityReview: Joint, Conditional, and Total ProbabilityReview: Bayes’ TheoremReview: CombinatoricsRandom VariablesProbability Distribution FunctionsFunctions of Random VariablesExpectationMomentsInequalitiesCharacteristic FunctionsRandom VectorsRandom SequencesRandom SystemsWide-Sense StationarityPower Spectral DensityRandom ProcessesDiscrete and Continuous LTI SystemsWhite NoiseErgodicityApplication to Signal ProcessingDSP and MatLab ................
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