Course Detail
Units:
3.0
Course Components:
Lecture
Enrollment Information
Enrollment Requirement:
Prerequisites: "C-" or better in (ECE 3500 AND ECE 3530) AND Full Major status in (Electrical Engineering OR Computer Engineering).
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.