Department of Electrical and Computer Engineering
ECE 534: Random Processes
This is a graduate-level course on random (stochastic)
processes, which builds on a first-level (undergraduate) course on probability
theory, such as ECE 413. It covers the basic concepts of random processes at a
fairly rigorous level, and also discusses applications to communications,
signal processing and control systems engineering. To follow the course, in
addition to basic notions of probability theory, students are expected to have
some familiarity with the basic notions of sets, sequences, convergence, linear
algebra, linear systems, and Fourier transforms.
Credit : 4 hours or 1 unit.
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