2011-2012 University Catalog 
  
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2011-2012 University Catalog

ECE 528 - Introduction to Random Processes in Electrical and Computer Engineering

Credits: 3 (NR)
Probability and random processes are fundamental to communications, control, signal processing, and computer networks. 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.

Prerequisite(s): ECE 220 and STAT 346, or permission of instructor.

Hours of Lecture or Seminar per week: 3
Hours of Lab or Studio per week: 0