Random Variables and Signals
ECE 60000/ 3 Cr.
Engineering applications of probability theory. Problems of events, independence, random variables, distribution and density functions, expectations, and characteristic functions. Dependence, correlation, and regression; multivariate Gaussian distribution. Stochastic processes, stationarity, ergodicity, correlation functions, spectral densities, random inputs to linear systems, Gaussian processes.
- Available Online: No
- Credit by Exam: No
- Laptop Required: No
Prerequisites/Co-requisites:
P: Graduate standing.