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
Spring Summer Fall
(Session 1) (Session 2)
2023
Intro Stoch Sign & Sys (3c)
  • Ali Tajer
Seats Taken: 6/30
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