EEM409 Random Signals

Description:
The course is designed to provide students an introduction to random signals, their
correlation functions and power spectra, and wide sense stationarity assumption in random
signal modeling. Random processes/signals, play a very important role in the fields of
communications, signal processing, and control.

A solid background in probability and signal processing is needed. (Prerequisite: IST 213 and
EEM 305)

Instructor: Office: e-mail:

Asst. Prof. Dr. Tansu Filik tansufilik@anadolu.edu.tr
Course Outline:
1. Review of the Theory of Random Variables and Random Vectors
2. Random Processes and Correlation Functions
3. Stationarity and Ergodicity
4. Review of Fourier Transforms
5. Power Spectrum for WSS Signals
6. LTI Systems with Random Inputs
7. Gaussian and Poisson Processes, Poisson Impulses
8. Noise (White: Thermal, Shot)
9. Sampling of Random Processes, Bandlimited White Noise
10. Hilbert Transforms & Bandpass Signals
11. Narrowband Noise
Grading:
Midterm-1: 15-20%, Midterm-2: 20-25%, Final: %40, (Homeworks & Quizzes & Attendance:
15-20 %)

References:
1. Simon Haykin, “Communication Systems”, 4th edition,
2. Leon W. Couch, II, “Digital andAnalog Communication Systems”, 7th edition, Prentice
Hall.
3. John G. Proakis & Masoud Salehi, “Communication Systems Engineering, 2nd edition,
4. Henry Stark & John W. Woods, “Probability, Random Processes with Applications to
Signal Processing”, 3rd edition,
5. Athanasios Papoulis, “Probability, Random Variables and Stochastic Processes”, 3rd
edition.
6. Dimitri P. Bertsekas & John N. Tsitsiklis, “Introduction to Probability”, 2nd edition.
7. C.W. Therrien, “Discrete random signals and statistical signal processing”, 1992.