Catalog Description: Review of probability theory; convergence and probability bounds; multivariable normal theory; sequences of random variables and stochastic processes; Bernoulli and Poisson processes; wide-sense stationary processes; correlation functions and power spectra. Also includes linear systems with random inputs and Gauss-Markov processes; first- and second-order properties of ARMA processes; Markov chains.

Prerequisites: ECEN 3300, Linear Systems (required), ECEN 3810, Introduction to Probability (recommended).

Textbook: Course notes.

Reference: Probability, Random Variables, and Stochastic Processes,A. Papoulis, McGraw Hill. Probability Theory, R.M. Gray.

Goals: Establish the theoretical foundations of probability and apply it to problems in signal processing and communications.

Topics:

Probability.
Multivariate normal theory.
Bernoulli and Poisson random processes.
Correlation and power spectra.
ARMA time series.
Markov chains.

Computer Usage:

For homework only -- no major computer projects.

Laboratory Projects:

None.

ABET Category Content:

Engineering Science: 3 credits or 100%