EELE 537 - Random Signals

3 credits (Hrs: 3 Lec.)

Provides a foundation in probability theory and statistical methods for the analysis of random signals in electrical engineering. Topics include random variables and stochastic processes; stationarity and ergodicity; correlation and power spectral density; propagation of random signals through linear systems; and engineering approaches to estimation and filtering, including least-squares methods, optimum filtering, and maximum likelihood parameter estimation.

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