Basic Information
Characteristic Function. Gaussian Vector. Discrete-time Processes (iid, Bernoulli, Binomial Counting Process) and Continuous-time Random Processes (poisson, Wiener). Autocorrelation and Covariance Functions. Sum Processes,. Gaussian and Markov Processes. Stationary. Mathematical Manipulation of Random Processes# Differentiation, Integration. Input-output Relations of Linear Systems in Time And Frequency Domains and in State Space. Ergodicity. Introduction To Processing of Random Signals.
Faculty: Aerospace Engineering
|Undergraduate Studies
|Graduate Studies
Pre-required courses
(84737 - Dynamic Systems and 104034 - Introduction to Probability H) or (84737 - Dynamic Systems and 94411 - Probability (ie))
Course with no extra credit
44202 - Random Signals 84734
Course with no extra credit (contained)
84733