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

Prerequisites: EL ENG 120 and STAT 200A.

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

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Class Schedule (Fall 2022):
TuTh 12:30-13:59, Soda 310 – Efe Aras, Thomas Courtade

Class homepage on inst.eecs

General Catalog listing

Related Areas:

• Information, Data, Network, and Communication Sciences (IDNCS)