ECE 3800: Probabilistic Methods of Signal and Systems Analysis

 

 

Special Announements

Course Description
  ECE 3800 is an introduction to probability, statistics, random variables and random processes, primarily as they apply to electrical and computer engineering. Special emphasis will be placed on random processes as they apply to statistical signal processing and the application of correlation and spectral density functions.

 

Course Topics

 

Helpful Downloads
 

Introduction to Probability

  • Probability theorems
  • Conditional probability
  • Bayesian statistics
  • Bernulli trials

Random Variables

  • Probability functions
    • distribution
    • mass
    • density
  • Expectation operator
  • Operations on a single random variable
  • Special distributions
    • uniform
    • Gaussian
    • exponential

Multiple Random Variables

  • Joint distributions
  • Expectations and moments
  • Correlation statistics
  • Variance operator

Random Processes

  • Statistical and time averages
  • Autocorrelation
    • sinusoidal processes
    • bipolar processes
    • binary process
  • Spectral density
  • Power spectrums
  • White, pink and black noise models

Linear Systems

  • Crosscorrelation
  • Input/output correlation relationships
  • Input/output spectral density relationships
  • Severance/Kracker theorem
  • Weiner filters

Course Syllabus

Course Schedule

Lecture Notes

Assignments

Computer Programs

Tests and Solutions