|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; wide-sense stationary processes; correlation functions and power spectra. Also includes linear systems with random inputs and Gauss-Markov processes; first- and second-order 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|
|Course Objectives||Establish the theoretical foundations of probability and apply it to problems in signal processing and communications.|
Last revised: 08-02-11, PM, ARP.