STOCHASTIC SIGNALS AND NOISE
Prerequisite: Stat.-IEOR W3658 or the equivalent. Characterization and specification of stochastic processes as models of signal ensembles. Stationarity and ergodicity; correlation functions and power spectra. Wiener, Poisson, Markov, Gaussian processes, shot noise, Markov chains. Random signals and noise in linear and nonlinear systems; linear and nonlinear transformations of random processes. Orthogonal series representation of signals. Applications to communication, control, filtering, and prediction.
Department: Electrical Engineering(ELEN)
Subject: Electrical Engineering(ELEN)
School: Fu Foundation School of Engineering and Applied Science
Division: School of Engineering and Applied Science: Graduate
Course ID: 6711