PROBABILITY AND RANDOM PROCESSES

Catalog description

Three credit-hours. Three hours of lecture per week. This course introduces a broad range of topics such as random vectors, random sequences, random processes, filtering of random processes, correlation, power spectrum density, and response of linear syste ms to random inputs. 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.