This course provides a foundation in the theory and applications of probability and stochastic processes and an understanding of the mathematical techniques relating to random processes in the areas of signal processing, detection, estimation, and communication. Topics include the axioms of probability, random variables, and distribution functions; functions and sequences of random variables; stochastic processes; and representations of random processes.
A working knowledge of multi-variable calculus, Fourier transforms, and linear systems theory.
Banerjee, Fry, Murphy
Course all programs:
Electrical and Computer Engineering