Prerequisites: ( Signals and Systems 044130
and Probability (Advanced) 094412 )
or ( Signals and Systems 044130
and Probability Theory 104222 )
or ( Signals and Systems 044130
and Introduction to Probability H 104034 )
Overlapping Courses: Random Processes in Aerospace Systems 084733
Random Processes in Aerospace Systems 086733
Introduction:
Review of basic concepts in probability theory. Least mean square estimation. Random processes, stationarity, Gaussian processes, Markov processes. Random signals in linear systems. Optimal linear filtering. Thermal and shot noise. Noise sources in electrical circuits.
