ECSE 509 Probability and Random Signals 2 (3 credits)

Offered by: Electrical & Computer Engr (Faculty of Engineering)


Electrical Engineering : Multivariate Gaussian distributions; finite-dimensional mean-square estimation (multivariate case); principal components; introduction to random processes; weak stationarity: correlation functions, spectra, linear processing and estimation; Poisson processes and Markov chains: state processes, invariant distributions; stochastic simulation.

Terms: This course is not scheduled for the 2019-2020 academic year.

Instructors: There are no professors associated with this course for the 2019-2020 academic year.