ECE 501
Probability and Random Processes
Advisory Prerequisite: None. Enforced Prerequisite: EECS 301; No OP/F; or graduate standing. Minimum grade requirement of “C” for enforced prerequisite. (4 credits) Introduction to probability and random processes. Topics include probability axioms, sigma algebras, random vectors, expectation, probability distributions and densities, Poisson and Wiener processes, stationary processes, autocorrelation, spectral density, effects of filtering, linear least-squares estimation and convergence of random sequences.
Topics
- probability axioms
- sigma algebras
- random vectors
- expectation
- probability distributions and densities
- Poisson and Wiener processes
- stationary processes
- autocorrelation
- spectral density
- effects of filtering
- linear least-squares estimation and convergence of random sequences
Topics explicitly listed in official catalogue description
Sources
- Course catalogue ↗2026-2027