ECE 5820 - Stochastic Systems Analysis

An introduction to probability, random variables, random processes, correlation functions and spectral density, primarily as they apply to signal processing in electrical engineering. Special consideration will be given to the stochastic signals, their corresponding response and the optimization of linear systems.

Credits: 3 hours

Restrictions: Restricted to graduate students in electrical or computing engineering.

Notes: Open to graduate students only.
When Offered: Fall