Course Detail
Units:
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Course Components:
Lecture
Enrollment Information
Enrollment Requirement:
Prerequisite: EL EN 3500 and MATH 5010.
Description
Review of probability theory; multivariate distributions; Gaussian distributions; weak and strong law of large numbers; random processes; stationarity and ergodicity; mean-value function; auto- and cross-correlation functions; power spectral densities; Wiener-Khinchine theorem; Karhunen-Loeve expansion; Gaussian random processes; random processes in linear filters; white Gaussian noise.