EECE 502 - Random Processes

This course studies mathematical tools for designing and evaluating engineering systems that operate in uncertain environments. Topics include convergence of sequences of random variables; random vectors and minimum mean squared error estimation; stationarity and ergodicity; discrete-time and continuous-time Markov processes; correlation functions, spectral analysis and application to linear systems; Wiener filtering and the orthogonality principle.

Prerequisites & Notes: EECE 311; EECE 346 or MATH 341 or MATH 345 or MATH 346; or instructor permission.
Credits: 4
Grade Mode: Letter