EE 226A. Random Processes in Systems

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: 4.0

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: letter

Final exam status: Written final exam conducted during the scheduled final exam period

Also listed as: EL ENG 226A


Class Schedule (Fall 2018):
TuTh 2:00PM - 3:29PM, Cory 521 – Venkat Anantharam

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