Introduction to random processes: characterization, classification, representation; Gaussian and other examples. Linear operations on random processes, stationary processes: covariance function and spectral density. Linear least square waveform estimating Wiener-Kolmogroff filtering, Kalman-Bucy recursive filtering: function space characterization, non-linear operations on random processes.
Prerequisite: ENEE324; or students who have taken courses with comparable content may contact the department.
Semesters OfferedFall 2017, Spring 2018, Fall 2018, Spring 2019, Fall 2019, Fall 2020, Spring 2021, Fall 2021