Credits: 3 (3-0-0)
Description
Linear Spaces – Vectors and Matrices, Transformations, Norms - Vector and Matrix norms, Matrix factorization, Eigenvalues and Eigenvectors and Applications, Singular Value Decomposition and its Applications, Projections, Least Square Solutions. Probability, Random Variables, Probability distribution and density functions, Joint density and Conditional distribution, Functions of random variables, Moments, characteristic functions, sequence of random variables, Correlation matrices and their properties, Random processes and their properties, Response of Linear systems to stochastic inputs, PSD theorem.