Course Schedule and Catalog

Long Title: INTRODUCTION TO RANDOM PROCESSES AND APPLICATION

Department: Electrical & Computer Eng.

Grade Mode: Standard Letter

Course Type: Lecture

Credit Hours: 3

Description: Review of basic probability; Sequence of random variables; Random vectors and estimation; Basic concepts of random processes; Random processes in linear systems, expansion of random processes; Wiener filtering; Spectral representation of random processes; White-noise integrals. Cross-list: CAAM 583, STAT 583.