ELEC 5617 - Random Processes for Engineers

Probability, sequences of random variables, specification of stochastic processes, stationarity, correlation functions and spectral densities, linear mean-square estimation, central limit theorems, law of large numbers, non-stationary random processes, stochastic differential equations and Karhunen-Loeve expansion, Kalman filtering. Prereq: ELEC 3316 and ELEC 3817 and permission of instructor. Semester Hours: 3 to 3