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ECE 6010: Stochastic Processes in Electronic Systems

3 Credits
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 Syllabus

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