ECE5510
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Random Processes
Electrical and Computer Engineering
EN - J & M Price College of Eng.
Description
Review of probability theory; multivariate distributions; Gaussian distributions; weak and strong law of large numbers; random processes; stationarity and ergodicity; mean-value function; auto- and cross-correlation functions; power spectral densities; Wiener-Khinchine theorem; Karhunen-Loeve expansion; Gaussian random processes; random processes in linear filters; white Gaussian noise.
Minimum Credits
3
Maximum Credits
3
Repeat for Credit
No
Required Requisite(s):
004542