RANDOM SIGNALS AND SYSTEMS

Catalog description

Three hours of lecture per week. This course introduces the physical origins of noise and modeling uncertainty for the analysis of electronic devices, analog and digital systems, and communications. Coverage of basic discrete and continuous probability theory, random variables, and stochastic processes. Applications to the analysis of linear systems in the presence of noise and random signal processing are also presented. The knowledge gained in this course will enable students to develop analytical skills and to scrutinize information from various sources in order to build probabilistic models and apply them to quantify uncertainty and risk associated with engineering applications arising from communications, signal processing, and computer networks.