This work is devoted to new experience in master curricula's course development. The paper's authors describe the results of two years of teaching students in the field of digital signal processing. The laboratory works made by students are the part of research project supported by Russian Federal Ministry of Education (Project # 2.7782.2017/BC). The idea was realized to involve students into scientific research and to show them how new high speed algorithms for simulation of deterministic and random signals can be created. Students take part in coding of these algorithms, testing and analyzing the results. So students team's software implementation of new algorithm is an important type of scientific work, still within the framework of the educational process. The novelty of such approach is that students study high-precision and high-performance algorithms for simulation in the original basis within the framework of the correlation theory in practice and they are aware that the results of their work will be used for research investigation. The most suitable algorithm will be selected for the real project. In the process of practical implementation of algorithms students solve a number of scientific and technical tasks, such as algorithms' parameters' settings, their correctness and accuracy, they research how the settings affect the quality of the generated signal. Students write original software code at high programming level using simulation environment MatLab. The obtained results are validated by calculating values of theoretical, algorithmic, and experimental correlation functions with its graph construction and error estimate. In the process of the software implementation they consider the requirements of easiness of tuning of the algorithms, and they try to achieve the accuracy of playback signals and to minimise the time of the simulation. Such type of the student's work performed in the framework of the educational process became a form of an important component in the department research work carring on during two years with the support of government. Students study the theory and practice of digital signal processing for the development of real-time systems, it means they will have a competencies to take part in future research projects.
