ECE 514 - Random Processes

Fall 2013

Dr. Dror Baron
barondror AT ncsu DOT edu
Office hours: MW 12:00-1:00 in EBII 2097

About this Course


Calculus and Linear Algebra; Linear Systems; familiarity with probability.


ECE 514 will acquaint students with the basic elements of probability theory, statistics, and random processes. It will prepare you to solve problems in probability and random processes, and lays the mathematical foundation for future courses in communications, signal processing, and networks. The course introduces an engineering approach that models part of a system's behavior as unpredictable or noisy, and prepares the student to process signals in the presence of noise.


Review of probability and random variables (Chapters 1-4)
Random vectors (Chapter 5)
Random sequences (Chapter 8)
Random processes (Chapter 9)
Mean square calculus (Chapter 10)
Spectral analysis and Wiener filtering (Chapter 11)

A map of the topics covered in 2011 is kindly provided by Junan Zhu. This year's material is expected to be slightly reduced.

Course Materials


The textbook is Probability, Statistics, and Random Processes for Engineers (4th Edition, 2012) by Henry Stark and John Woods. This book should be available at the bookstore.

Message Board

Students are welcome to exchange information on the message board.


Students are encouraged to use Matlab, and we expect to have some computer homework questions. Matlab can be downloaded here.

Video Recordings

Classes were recorded in 2012 by Engineering Online (EOL). Video is available here. You can also take a look at the slides we go through during class.