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EHN 334 - Random Signals and Noise

Course Objectives

1. Learning the mathematical models of discrete probability, random variables and random signals ,
2. Ability to apply acquired concepts and talents to real life engineering problems.

Course Description

Review of probability, moments, Chebyshev inequalities, vector random variables, conditional distributions, transformations over vector random variables, central-limit theorem, random sequences, definition of random processes, autocorrelation and cross-correlation functions, stationary processes, power spectral density, response of linear systems to stationary inputs, Wiener filter, Poisson process, Markov process, Martingale process.

Course Coordinator
Mehmet Ertuğrul Çelebi
Mehmet Ertuğrul Çelebi
Course Language
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