ECE 4110 - Random Signals in Communications and Signal Processing

Fall. 4 credits. Letter grades only.

Prerequisite: ECE 2200 and ECE 3100, or equivalents. Co-meets with ECE 5110.

Z. Goldfeld.

Introduction to models for random signals in discrete and continuous time; Markov chains, Poisson process, queuing processes, power spectral densities, Gaussian random process. Response of linear systems to random signals. Elements of estimation and inference as they arise in communications and digital signal processing systems.

Outcome 1: Knowledge of a variety of mathematical models for random phenomena.

Outcome 2: Ability to classify models with respect to stationarity, Markov property, asymptotics, and more.

Outcome 3: Ability to make optimal inferences and estimates with respect to such criteria as minimum error probability, and minimum mean square error.

Outcome 4: Become aware of applications to communications, machine learning, statistical physics and more.

Outcome 5: Response of linear systems to random process inputs (time permitting).