Analysis Of Probabilistic Signals And Systems

Catalog description

Applications of probability theory and its engineering applications. Random variables, distribution and density functions. Functions of random variables, moments and characteristic functions. Sequences of random variables, stochastic convergence and the central limit theorem. Concept of a stochastic process, stationary processes and ergodicity. Correlation functions, spectral analysis and their application to linear systems. Mean square estimation. Prerequisite: Undergraduate course in signals and systems.