EEE 421 Stochastic Signals and Systems

Engineering applications of probability theory, random variables and random processes, topics include: Gaussian and non-Gaussian random variables, correlation and stationary of random processes, time and frequency response of linear systems to random inputs using both classical transform and modern state space techniques. Ref: (1) Fundamentals of Stochastic Signals, Systems and Estimation Theory: With worked Examples by Branko Kovacevic and Zeljko Durovic (2) Random Signals and Systems (Prentice Hall Signal Processing) by Bernard Picinbono