EHB 334E - Rassal Sinyaller ve Gürültü

Dersin Amaçları

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

Dersin Tanımı

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.