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ECE 5605 - Stochastic Signals and Systems (3C)

Course 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.

Learning Objectives

  • analyze the response of linear systems to both deterministic and random input processes.
  • design system structures to meet desired performance objectives for both continuous and discrete time applications.