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ECSE-6510: Introduction to Stochastic Signals and Systems
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< meta property = "og:description" content = "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." >
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Introduction to Stochastic Signals and Systems
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ECSE-6510
< / h2 >
< p >
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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.
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3 credits
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Prereqs:
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none
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Past Term Data
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< th > < / th >
< th class = "spring season-label" > Spring< / th >
< th class = "summer season-label" colspan = "2" > Summer< / th >
< th class = "fall season-label" > Fall< / th >
< / tr >
< tr >
< th colspan = "2" > < / th >
< th class = "summer2 midsum-label" > (Session 1)< / th >
< th class = "summer3 midsum-label" > (Session 2)< / th >
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< th class = "year" > 2023< / th >
< td class = "term spring not-offered" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202309&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Ali Tajer< / li >
< / ul >
< span class = "course-capacity" >
2023-08-27 01:23:01 +00:00
Seats Taken: 17/30
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< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2022< / th >
< td class = "term spring not-offered" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202209&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Ali Tajer< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 17/30
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2021< / th >
< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202109&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Alhussein A Abouzeid< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 27/30
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2020< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202009&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Alhussein A Abouzeid< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 12/30
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2019< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201909&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Tianyi Chen< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 17/30
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2018< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201809&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Alhussein A Abouzeid< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 17/34
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2017< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201709&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Alhussein A Abouzeid< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 12/34
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2016< / th >
< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201609&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Alhussein A Abouzeid< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 11/34
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2015< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201509&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-10 04:02:50 +00:00
< / span >
< ul class = "prof-list" >
< li > Alhussein A Abouzeid< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 6/34
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2014< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201409&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-10 04:02:50 +00:00
< / span >
< ul class = "prof-list" >
< li > Alhussein A Abouzeid< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 11/34
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2013< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201309&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-10 04:02:50 +00:00
< / span >
< ul class = "prof-list" >
< li > Kenneth S Vastola< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 14/34
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2012< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201209&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-10 04:02:50 +00:00
< / span >
< ul class = "prof-list" >
< li > John W Woods< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 7/34
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2011< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201109&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-10 04:02:50 +00:00
< / span >
< ul class = "prof-list" >
< li > John W Woods< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 9/34
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2010< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201009&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-10 04:02:50 +00:00
< / span >
< ul class = "prof-list" >
< li > Kenneth S Vastola< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 20/34
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2009< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200909&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-10 04:02:50 +00:00
< / span >
< ul class = "prof-list" >
< li > Kenneth S Vastola< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 21/34
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2008< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200809&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-10 04:02:50 +00:00
< / span >
< ul class = "prof-list" >
< li > Kenneth S Vastola< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 11/34
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2007< / th >
2023-02-22 04:39:06 +00:00
< td class = "term spring not-offered" >
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< / td >
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< td colspan = "2" class = "term summer not-offered" >
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< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200709&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-10 04:02:50 +00:00
< / span >
< ul class = "prof-list" >
< li > Kenneth S Vastola< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 18/36
< / span >
< / div >
< / td >
< / tr >
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< tr >
< th class = "year" > 2006< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200609&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > Kenneth S Vastola< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 22/34
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2005< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200509&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > Kenneth S Vastola< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 16/30
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2004< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200409&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > Kenneth S Vastola< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 26/30
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2003< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200309&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > John W Woods< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 16/30
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2002< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200209&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > John W Woods< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 15/40
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2001< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200109&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > John W Woods< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 21/40
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2000< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200009&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > John W Woods< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 15/30
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 1999< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=199909&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > John W Woods< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 28/30
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 1998< / th >
< td class = "term spring unscheduled" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=199809&subj_in=ECSE&crse_in=6510&schd_in=" > Intro Stoch Sign & Sys (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > John Patrick Woods< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 23/30
< / span >
< / div >
< / td >
< / tr >
2023-02-10 04:02:50 +00:00
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< / table >
< / div >
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