EELE 5370 - Random Signals

3 credits (Hrs: 3 Lec.)

Provides basic knowledge of the principles of probability theory and statistical analysis techniques that can be used in the design and development of linear systems that must process random signals. Includes probability, random variables and random signals in engineering systems; stochastic calculus, stationary, ergodicity, correlation and power spectra; propagation of random signals through linear systems; least-squares, optimum filtering, and kalman filter.

Prerequisite(s): EELE 308 or Consent of Instructor. Course generally offered 1st semester of odd numbered years.