Random Processes in Electrical & Computer Engineering

Catalog description

Concepts of random processes are applied to electrical and computer engineering applications. In addition to the mathematical topics described below, each student will present on a particular application which may include: oversampling A/D, queuing inside a computer processor, quality control, voice recognition, and interferometric measurements. Students will: describe a random process by a probability density and probability distribution; identify whether a process is stationary and ergodic; compute the auto-correlation, cross-correlation, spectral density and cross-spectral density of a random process. Prerequisite: MA 393