{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

COL+UNIV+2012+SPRING+ELEN+E4815+SYLLABUS-+16+JAN+2012-1

COL+UNIV+2012+SPRING+ELEN+E4815+SYLLABUS-+16+JAN+2012-1 - 1...

Info icon This preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
Random Signals and Noise ELEN E4815 Columbia University Spring Semester 2012 Syllabus 16 January 2012 Professor I. Kalet The course is designed to give the student an introduction to the important subject of random signals and noise. Random processes play a very important role in the fields of communication, signal processing, and control, as well as in many other fields as far-fetched as the stock market, the economy (who wants to talk about that now in an election year?) and biological sciences. 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 analysis applications of random processes and noise in different fields, e.g., calculating signal-to-noise ratios in communication systems. After these topics, we will discuss Wiener-Hopf filtering. We will also consider parameter estimation, the estimation of time
Image of page 1

Info icon This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern