Random Signals and Noise

Catalog description

Introduction to mathematical methods of describing and analyzing random signals and noise. Review of basic probability theory; joint, conditional, and marginal distributions; random processes. Time and ensemble averages, correlation, and power spectra. Optimum linear smoothing and predicting filters. Introduction to optimum signal detection, parameter estimation, and statistical signal processing. Prerequisite: one of (STA 130L or STA 240L or Mathematics 230 or or Mathematics 340 or ECE 380 or ECE 555 or EGR 238L) or graduate student standing.