ECE 521: Random Signals&Systems I - spring

Random variables and probabilistic description of signals and systems. The course provides the analytical tools for studying random phenomena in engineering systems and provides graduate students with an extensive treatment of probability theory, Bayes theorem, random variables, distribution and density functions, conditional distributions, moments, functions of random variables, characteristic functions, stochastic processes, Gaussian processes, stationary processes, correlation functions, power spectral density, response of systems to random inputs, mean square error estimation, filtering and prediction, and noise analysis. The course prepares students for a wide range of courses in communications, signal processing, acoustics, control, and other areas of engineering in which random signals and systems have an important role.