ECE 384: Random Signals & Noise - spring

Prerequisite: ECE 320; for CPE/ECE majors only

General Education requirement: Natural Science Technology

Concepts of probability and statistics as they apply to random signals and their effect on system analysis and design. Topics covered include basic probability, random variables, probability density and distribution functions, joint distributions, conditional distributions, functions of a random variable, mean, variance, covariance, characteristic functions, random processes, correlation functions, power spectral density, linear systems, linear filters, systems that maximize signal-to-noise ratio, and selected applications and designs from communication theory, sonar and radar, and control theory.