ECE 528: Introduction to Random Processes in ECE

Prerequisites


ECE 220 and STAT 346, or permission of instructor.

Objectives


This course provides basic theory and important applications. Topics include probability concepts and axioms; stationarity and ergodicity; random variables and their functions; vectors; expectation and variance; conditional expectation; moment-generating and characteristic functions; random processes such as white noise and Gaussian; autocorrelation and power spectral density; linear filtering of random processes, and basic ideas of estimation and detection.