# Introduction to Stochastic Signals and Systems

## ECSE-6510

Deterministic signal representations and analysis, introduction to random processes and spectral analysis, correlation function and power spectral density of stationary processes, noise mechanisms, the Gaussian and Poisson processes. Markov processes, the analysis of linear and nonlinear systems with random inputs, stochastic signal representations, orthogonal expansions, the Karhunen-Loeve series, channel characterization, introduction to signal detection, linear mean-square filtering, the orthogonality principle, optimum Wiener and Kalman filtering, modulation theory, and systems analysis.

3 credits
Prereqs:
none

# Past Term Data
Offered
Not Offered
Offered as Cross-Listing Only
No Term Data
Simple View
Detailed View

| Spring | Summer | Fall
--- | --- | --- | ---
| (Session 1) | (Session 2) |
2023 |  |  | Intro Stoch Sign & Sys (3c) Ali Tajer Seats Taken: 8/30
2022 |  |  | Intro Stoch Sign & Sys (3c) Ali Tajer Seats Taken: 17/30
2021 |  |  | Intro Stoch Sign & Sys (3c) Alhussein A Abouzeid Seats Taken: 27/30
2020 |  |  | Intro Stoch Sign & Sys (3c) Alhussein A Abouzeid Seats Taken: 12/30
2019 |  |  | Intro Stoch Sign & Sys (3c) Tianyi Chen Seats Taken: 17/30
2018 |  |  | Intro Stoch Sign & Sys (3c) Alhussein A Abouzeid Seats Taken: 17/34
2017 |  |  | Intro Stoch Sign & Sys (3c) Alhussein A Abouzeid Seats Taken: 12/34
2016 |  |  | Intro Stoch Sign & Sys (3c) Alhussein A Abouzeid Seats Taken: 11/34
2015 |  |  | Intro Stoch Sign & Sys (3c) Alhussein A Abouzeid Seats Taken: 6/34
2014 |  |  | Intro Stoch Sign & Sys (3c) Alhussein A Abouzeid Seats Taken: 11/34
2013 |  |  | Intro Stoch Sign & Sys (3c) Kenneth S Vastola Seats Taken: 14/34
2012 |  |  | Intro Stoch Sign & Sys (3c) John W Woods Seats Taken: 7/34
2011 |  |  | Intro Stoch Sign & Sys (3c) John W Woods Seats Taken: 9/34
2010 |  |  | Intro Stoch Sign & Sys (3c) Kenneth S Vastola Seats Taken: 20/34
2009 |  |  | Intro Stoch Sign & Sys (3c) Kenneth S Vastola Seats Taken: 21/34
2008 |  |  | Intro Stoch Sign & Sys (3c) Kenneth S Vastola Seats Taken: 11/34
2007 |  |  | Intro Stoch Sign & Sys (3c) Kenneth S Vastola Seats Taken: 18/36
2006 |  |  | Intro Stoch Sign & Sys (3c) Kenneth S Vastola Seats Taken: 22/34
2005 |  |  | Intro Stoch Sign & Sys (3c) Kenneth S Vastola Seats Taken: 16/30
2004 |  |  | Intro Stoch Sign & Sys (3c) Kenneth S Vastola Seats Taken: 26/30
2003 |  |  | Intro Stoch Sign & Sys (3c) John W Woods Seats Taken: 16/30
2002 |  |  | Intro Stoch Sign & Sys (3c) John W Woods Seats Taken: 15/40
2001 |  |  | Intro Stoch Sign & Sys (3c) John W Woods Seats Taken: 21/40
2000 |  |  | Intro Stoch Sign & Sys (3c) John W Woods Seats Taken: 15/30
1999 |  |  | Intro Stoch Sign & Sys (3c) John W Woods Seats Taken: 28/30
1998 |  |  | Intro Stoch Sign & Sys (3c) John Patrick Woods Seats Taken: 23/30