Random Signals and Noise

Catalog description

In this course the student is introduced to random variables and stochastic processes. Topics covered are probability theory, conditional probability and Bayes theorem, discrete and continuous random variables, distribution and density functions, moments and characteristic functions, functions of one and several random variables, Gaussian random variables and the central limit theorem, estimation theory , random processes, stationarity and ergodicity, auto correlation, cross-correlation and power spectrum density, response of linear prediction, Wiener filtering, elements of detection, matched filters.