ECEN-5612 (3) Noise and Random Processes

Reviews probability theory, convergence and probability bounds, multivariable normal theory, sequences of random variables and stochastic processes, Bernoulli and Poisson processes, wide-sense stationary processes, and correlation functions and power spectra. Also includes linear systems with random inputs and Gauss-Markov processes, first- and second-order properties of Arma processes, and Markov chains. Prereqs., ECEN 3300 and 3810 or MATH 4510. Prerequisites: Restricted to any graduate students or Electrical/Computer Engineering or Electrical Engineering Concurrent Degree majors only.