ECE 6010: Stochastic Processes in Electronic Systems
Introduction to stochastic processes in communications, signal processing, digital and computer systems, and control. Topics include continuous and discrete random processes, correlation and power spectral density, optimal filtering, Markov chains, and queuing theory.
Prerequisite/Restriction: Graduate Status
Semester(s) Traditionally Offered: FALL
Course Instructor: Reyhan Baktur
Textbook: Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications
Topics Covered: 1. Introduction to probability; 2. Random Variables; 3. More on Random Variables (Expectations, Multiple Random Variables, and Characteristic Function); 4. Basic Concepts of Random Processes; 5. Analytical Properties of Random Processes; 6. Markov Processes and Markov Chains; 7. Parameter Estimation