Credits: 3 (3-0-0)
Description
Discrete random variables (Bernoulli, binomial, Poisson, geometric, negative binomial, etc.) and their properties like PDF, CDF, MGF. Continuous random variables: Gaussian, multivariate Gaussian; whitening of the Gaussian random vector; complex Gaussian random vector, circularity; Rayleigh and Rician; exponential; chi- squared; gamma.
Signal spaces: convergence and continuity; linear spaces, inner product spaces; basis, Gram-Scmidt orthogonalization.
Stochastic convergence, law of large numbers, central limit theorem. Random processes: stationarity; mean, correlation, and covariance functions, WSS random process; autocorrelation and cross-correlation functions; transmission of a random process through a linear filter;
power spectral density; white random process; Gaussian process; Poisson process.
Prerequisite Tree
flowchart TD
ELL711-346[ELL711]
ELL311-346 --> ELL205-346[ELL205]
ELL711-346 --> ELL205-346[ELL205]
ELL711-346 --> ELL311-346[ELL311]
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