Intro Stoch Sign & Sys

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.

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