ECE 528: Introduction to Random Processes in Electrical and Computer Engineering
Course Information from University Catalog
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.
Hours of Lecture or Seminar per week: 3