Catalog Description: Probability, random variables and their convergence, random processes. Filtering of wide sense stationary processes, spectral density, Wiener and Kalman filters. Markov processes and Markov chains. Gaussian, birth and death, poisson and shot noise processes. Elementary queueing analysis. Detection of signals in Gaussian and shot noise, elementary parameter estimation.

Units: 4

Also Offered As: ELENG 226A

Related Areas:

Prerequisites: 120 and Statistics 200A or equivalent.

Formats:
Fall: 3 hours of lecture and 1 hour of discussion per week
Spring: 3 hours of lecture and 1 hour of discussion per week

Grading Basis: Student Option

Final Exam Status: Yes


Class Schedule (Fall 2026):
EE 226A – WeFr 11:00-12:29, Cory 521 – Thomas A Courtade

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