ECE250: Random Processes

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Course description

Random variables, probability distributions and densities, characteristic functions. Convergence in probability and in quadratic mean, Stochastic processes, stationarity. Processes with orthogonal and independent increments. Power spectrum and power spectral density.

Prerequisite

Undergraduate probability. Working knowledge of mathematics. These prerequisites should be taken very seriously.

Course requirements and grading

Lectures

Discussions

Teaching staff