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Page 1: An Introduction to Random Signals, Noise, and Digital …homedir.jct.ac.il/~shlomoe/Public/RSNandDSPFinal.doc · Web viewTitle An Introduction to Random Signals, Noise, and Digital

An Introduction to Random Signals, Noise, and Digital Signal Processing142155

Course Aims: To introduce the student to random signals and to the digital processing of signals.

Prerequisites: A thorough understanding of the one-dimensional Fourier transform, a linear algebra course, and a probability course. A course in complex variables would be helpful.

Topics to be covered:

Random signals (3 1/3 weeks).Stochastic Processes and the autocorrelation function. The Weiner-Khinchin theorem—basic theoryPoisson ConvergenceNoise—theory and some practice

Spectral Analysis (3 weeks).Fourier Analysis and the Discrete Fourier TransformWindowing(If time permits, The Spectral Analysis of Random Signals.)

Digital Systems (3 weeks)The Z-TransformSampled-data Systems The Transfer Function of a Discrete-Time System Stability of Discrete-Time Systems The Behavior of the System in the Steady-State

Digital Filters (4 weeks)Two Simple FIR FiltersDesign of IIR Digital Filters—the Old-Fashioned WayNew Filters from OldImplementing a Digital Filter (IIR Filter Design Using MATLAB)Design of FIR Filters

Texts:S. Engelberg, Random Signals and Noise: A Mathematical Introduction, CRC Press, 2006.S. Engelberg, Digital Signal Processing: An Experimental Approach, Springer, 2008.

, מהדורה שנייה, בית הספר הגבוה לטכנולוגיהעיבוד ספרתי של אותותשמואל וינמן, .1995בירושלים,

Grades:Homeworks—15%Final exam—85%

There may be a midterm exam. If there is a midterm, the midterm will be 20% of the grade and the final will only be 65% of the grade.