Course Information

Course Code:
Course Number:
Code Course Name Language Type
EHB 334E Random Signals and Noise English Compulsory /
Local Credits ECTS Theoretical Tutorial Laboratory
3 6 3 0 0
Course Prerequisites and Class Restriction
Prerequisites MAT 271 MIN DD
or MAT 271E MIN DD
Class Restriction None
Course Description
Review of probability, moments, Chebyshev inequalities, vector random variables, conditional distributions, transformations over vector random variables, central-limit theorem, random sequences, definition of random processes, autocorrelation and cross- correlation functions, stationary processes, power spectral density, response of linear systems to stationary inputs, Wiener filter, Poisson process, Markov process, Martingale process.