#### Description

5605: Egnineering applications of probability theory, random variables and random processes. Topics include: Gaussian and non-Gaussian random variables, correlation and stationarity of random processes. Time and frequency response of linear systems to random inputs using both classical transform and modern state space techiques.

#### Why take this course?

The analysis of system response to stochastic signals and noise is fundamental for the understanding of advanced system analysis and synthesis.

#### Prerequisites

STAT 4714

A basic course in probability and statistics such as STAT 4714 provides the necessary background in probability theory and random variables that the beginning graduate student should have for ECPE 5605, which is an advanced treatment of probability and stochastic processes. ECPE 5606 is the second course in the sequence, which requires ECPE 5605 as prerequisite.