Credits: 3


Prerequisite: Minimum grade of C- in MATH246 and ENEE222; and permission of ENGR-Electrical & Computer Engineering department.
Credit only granted for: DATA400, STAT400 or ENEE324.
Axioms of probability; conditional probability and Bayes' rules; random variables, probability distribution and densities: functions of random variables: weak law of large numbers and central limit theorem. Introduction to random processes; correlation functions, spectral densities, and linear systems. Applications to noise in electrical systems, filtering of signals from noise, estimation, and digital communications.

Semesters Offered

Spring 2018, Spring 2019, Spring 2021, Spring 2022, Spring 2023