Catalog Data  ECEN 5612 (3). Noise and Random Processes. Review of probability theory; convergence and probability bounds; multivariable normal theory; sequences of random variables and stochastic processes; Bernoulli and Poisson processes; widesense stationary processes; correlation functions and power spectra. Also includes linear systems with random inputs and GaussMarkov processes; first and secondorder properties of ARMA processes; Markov chains. 

Credits and Design  3 credit hours. Elective course. 
Prerequisite(s)  ECEN 3300, Linear Systems 
Recommended Prerequisite(s)  ECEN 3810, Introduction to Probability 
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Course Objectives  Establish the theoretical foundations of probability and apply it to problems in signal processing and communications. 
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Last revised: 080211, PM, ARP.