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, Fall 2022