ECE 5510 - Random Processes

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.