ECSE 6510 - Introduction to Stochastic Signals and Systems

Deterministic signal representations and analysis, introduction to random processes and spectral analysis, correlation function and power spectral density of stationary processes, noise mechanisms, the Gaussian and Poisson processes. Markov processes, the analysis of linear and nonlinear systems with random inputs, stochastic signal representations, orthogonal expansions, the Karhunen-Loeve series, channel characterization, introduction to signal detection, linear mean-square filtering, the orthogonality principle, optimum Wiener and Kalman filtering, modulation theory, and systems analysis.

Prerequisite or Corequisite: Prerequisites: ECSE 2410 and ECSE 2500 or equivalent.

When Offered: FALL TERM ANNUALLY

Graded: GRADED

Credit Hours: 3