Random Processes in Electrical and Computer Engineering(3:3:0)
Prerequisite: ECE 360, MATH 351, or equivalent.
Description:Topics include random signals and noise in communications, stationary and ergodic random processes, spectral analysis, Gaussian processes, Brownian motion, mean square estimation, Kalman and adaptive filtering, Markov processes and Poisson processes. Applications are drawn from computer, communication, control, and signal processing.