Random Processes

3 credits · Graduate

Probability theory: mathematical model, conditional probabilities, random variables, pdf, transformation of random variables, conditional densities, statistical averages. Random processes concept; ensemble, stationarity, ergodicity, correlation and covariance, power spectral density, calculation and measurement of ACF, AVF and PSD, Gaussian random processes, noise. Transmission of random processes through linear systems: time-invariant systems, multiple terminals, Gaussian processes, non-stationary processes.