Instructor: Char-Dir ChungOffice: Barry Lam Hall, Room 426Tel: (02) 33663596E-mail: cdchung@cc.ee.ntu.edu.tw
Description: The purpose of this course is to provide students with a solid and pertinent mathematical background for thoroughly understanding digital communications, statistical communication theory, detection and estimation theory, as well as modulation theory. It is a prerequisite for advanced study of numerous telecommunication applications, namely wireless communications, spread spectrum communications, satellite communications, underwater acoustic communications, optical communications, radar and sonar signal processing, signal synchronization, etc. The students majoring in communications are strongly recommended to take this course. The course consists of lectures organized in class notes.
Lecture Time: Friday 09:20~12:10
Class Website: To be announced.
Prerequisites: Probaility and Statistics
Reference Books: A. Papoulis, Probability, Random Variables, and Stochastic Processes, third edition, McGraw-Hill, 1991.H. Larson and B. Shubert, Probabilistic Models in Engineering Sciences, vols. 1 and 2, Wiley, 1979.W. Davenport and W. Root, An Introduction to the Theory of Random Signals and Noise, McGraw Hill, 1958.L. Sharf, Statistical Signal Processing: Detection, Estimation, and Time Series Analysis, Addison-Wesley, 1990.E. Wong and B. Hajek, Stochastic Processes in Engineering Systems, Springer-Verlag, 1985.A. Leon-Garcia, Probability and Random Processes for Electrical Engineering, Addison-Wesley, 1989.
Course Outline: 1. Review of Random Variables (Papoulis, Chaps. 1-8)2. Introduction to Random Processes: General Concepts and Spectral Analysis (Papoulis, Chap. 10)3. Gaussian Random Vectors and Gaussian Random Processes (class note)4. Signal Representation -- Karhunen-Lo\UNICODE{0xe8}ve Expansion (class note)5. Narrowband Process and Bandpass Linear Systems (class note)6. Other Random Processes (Poisson Processes, Renewal Processes, Wiener Processes, Markov Processes, etc.)
Homeworks: There will be six homeworks, one every three weeks.
Midterm/Final: There will be one midterm and one final exam during the university-scheduled midterm and final exam week.
Grading: Homework: 30%; Midterm: 35%; Final: 35%