Instructor:
Liang Zhang, Assistant Professor
Prerequisites
ECE 220 and STAT 346, or permission of instructor.
Objectives
This course provides basic theory and important applications. Topics include probability concepts and axioms; stationarity and ergodicity; random variables and their functions; vectors; expectation and variance; conditional expectation; moment-generating and characteristic functions; random processes such as white noise and Gaussian; autocorrelation and power spectral density; linear filtering of random processes, and basic ideas of estimation and detection.
Location
EASC 1066
Time
Mon/Wed/Fri 2:00-2:50 pm