EELE537 — Random Signals
EELE 537 - Random Signals 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. Course generally 1st semester of odd numbered years.
Prerequisites: EELE308