EE E4815 Random Signals and Nois http://www.ee.columbia.edu/~pradeep/e4815/outline.

htm

EE E4815 Random Signals and Noise

Spring Semester, 2006. Dept. of EE, Columbia University

Course Info Course Outline

Course Outline This course will cover the topics of random signals and noise.
Announcements The course is designed to give the student an introduction to the important subject of random processes. Random signals
play a very important role in the fields of communications and signal processing, as well as in many other fields, as
Homeworks far-fetched as the stock market and biological sciences.
Exams The course will begin with a brief review of probability theory. The random process will then be defined. This will be
followed by a discussion of stationary processes, correlation functions and power spectral densities. The effect of linear
(and non-linear) operations on random signals will also be discussed. We will define important random processes such as
gaussian processes (including white gaussian noise) and bandlimited random processes, and some of their important
properties. We will also discuss some practical applications of random processes and noise in different fields, e.g.,
communications.

Topics References Problems

Introduction Set #1

Review of Probability
Probability Density Functions MC 48-57
Expected Values MC 90-98
Conditional Distributions MC 71-77
Transformation of Random Variables MC 100-108
Moment Generating and Characteristic Functions MC 108-119
Gaussian Random Variables MC 57-71
Joint Probability Density Functions MC 151-195

MC 277-281

Definition of a Random Process SH 32-33

AP285-303
MC 283-291, 300-307
Autocorrelation Functions
SH35-41
Stationary Processes MC 291-300

Wide-sense Stationary AP297-303

Strict-sense Stationary SH 33-35

MC 291-300
Ergodic Functions
SH 41-42
MC 373-379
Wiener-Khintchine-Einstein Theorem
AP327-331
MC 369-390

Power Spectral Density SH 44-49

AP319-332
MC 413-419

Linear Operations on a Random Process SH 42-44

AP308-315
MC 290-291
Cross-correlation Functions
SH 40-41
MC 379-380
Cross Power Spectral Density

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EE E4815 Random Signals and Nois http://www.ee.columbia.edu/~pradeep/e4815/outline.htm

SH 52-54
SH 301-303
Gaussian Processes
SH 54-58
MC 394-397
White Gaussian Noise
SH 58-64
Bandlimited Random Processes MC 435-446
Noise Equivalent Bandwidth MC 419-421
Narrowband Noise

Hilbert Transform SH 64-71

Analytic Signals
Examples in Communication and Other Fields MC 397-403, 421-427
Analog Modulation
SH 130-165
Signal-to-Noise Ratio in DSB, SSB, AM and FM
Wiener-Hopf Filtering MC 427-435
Orthogonal Series Representations
AP 412-416
Kharhunen-Loeve Expansion
Non-Linear Operations on a Random Process AP 304-308

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