ELEN E4815y Random Signals and Noise Lect. 3. 3 pts.SIEO W3658 or the equivalent. Characterization of stochastic processes as models of signals and noise; stationarity, ergodicity, correlation functions, and power spectra. Gaussian processes as models of noise in linear and nonlinear systems; linear and nonlinear transformations of random processes; orthogonal series representations. Applications to circuits and devices, to communication, control, filtering and prediction.

ELEN E4815y Random signals and noise Lect: 3. 3 pts. Prerequisites: SIEO W3658 or the equivalent. Characterization of stochastic processes as models of signals and noise; stationarity, ergodicity, correlation functions, and power spectra. Gaussian processes as models of noise in linear and nonlinear systems; linear and nonlinear transformations of random processes; orthogonal series representations. Applications to circuits and devices, to communication, control, filtering, and prediction.