Random Signals and Noise (EECE 7251/8251)

Fall 2022

Instructor: Bonny Banerjee, Ph.D.

Contact Information:

Office: 208B Engineering Science Bldg

Phone: 901-678-4498

E-mail: bbnerjee@memphis.edu (email communication preferred)

Office Hours: Just after class, or by appointment

When: MW 12:40-2:05 pm

Where: Engineering Science Bldg. Room 218

Course Description:

Statistical methods for describing and analyzing random signals and noise; auto-correlation, cross-correlation, and spectral density functions; optimal linear filter theory.

Prerequisites:

EECE 6235 Probabilistic Sys Anlys (3 credits), or permission of instructor.

Textbook:

Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications (Nov 2012, Wiley) by John J. Shynk.

Class notes.

Topics:

Chapter 1: Overview and Background

Chapter 2: Probability Theory

Chapter 3: Random Variables

Chapter 4: Multiple Random Variables

Chapter 5: Expectation and Moments

Chapter 6: Random Processes

Chapter 7: Stochastic Convergence, Calculus, and Decompositions

Chapter 8: Systems, Noise, and Spectrum Estimation

Chapter 9: Sufficient Statistics and Parameter Estimation

Important dates:

Project proposal due: Wednesday, Sept 7

Midterm exam: Wednesday, Oct 5 (tentative)

Project due: Wednesday, Nov 30 (Last day of classes)

Final exam: Wednesday, Dec 7, 10:00 am-12:00 pm

No class on:

Labor Day: Monday, Sept 5

Fall Break: Monday, Oct 10

Thanksgiving: Wednesday, Nov 23

Evaluation and Final Grades:

Grading: Homeworks 25%, Midterm 25%, Final 25%, Project 25%

The 7251 and 8251 sections will be graded separately. In each exam, the students enrolled in 8251 will have to answer one more question. Also, they will receive more homework questions.