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EHB 334E - Random Signals and Noise

Course Objectives

To obtain a theoretical knowledge and simulation skills for random sequences and stochastic signals, plus noise.

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,
Poisson process, stationary processes, power spectral density, response of linear systems to stationary inputs, Wiener filter, Markov process, noise statistics, noise spectrum, colored noise, noise examples.

Course Coordinator
Tayfun Akgül
Course Language
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