Introduction to Random Processes in Electrical and Computer Engineering. 3 credits

Catalog description

Probability and random processes are fundamental to communications, control, signal processing, and computer networks. Provides basic theory and important applications. Topics include probability concepts and axioms; stationarity and ergodicity; random variables and their functions; vectors; expectation and variance; conditional expectation; moment-generating and characteristic functions; random processes such as white noise and Gaussian; autocorrelation and power spectral density; linear filtering of random processes, and basic ideas of estimation and detection. Offered by Electrical & Comp. Engineering . May not be repeated for credit.