Course Schedule and Catalog

Department: Electrical & Computer Eng.

Grade Mode: Standard Letter

Course Type: Lecture

Credit Hours: 3

Description: INTRODUCTION RANDOM PROCESSES AND APPLICATION ***** 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. ***** Also offered as CAAM 583 and ELEC 583.