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ECE 5606 - Stochastic Signals and Systems (3C)

Course Description

Response of continuous and discrete time, linear and nonlinear systems to Gaussian and non-Gaussian random processes. Signal to noise power ratio computations (SNR) of systems. Introduction to signal detection theory. Optimal filtering (estimation) techniques of Wiener and Kalman to both open and closed loop systems.

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 and nonlinear systems to both Gaussian and non-Gaussian random processes.
  • design and evaluate the performance of both basic detection and optimal filtering systems.