RANDOM SIGNALS ＆ NOISE

3.00 points · University catalogue

Lect: 3. Corequisites: ELEN E6717 Characterization of stochastic processes as models of signals and noise; stationarity, ergodicity, correlation functions, and power spectra. Gaussian processes as models of noise in linear and nonlinear systems; linear and nonlinear transformations of random processes; orthogonal series representations. Applications to circuits and devices, to communication, control, filtering, and prediction.