ECGR 4422 - Random Processes and Optimum Filtering

Credit Hours: (3)

Review of probability, univariate and multivariate distribution functions; random processes, discrete and continuous time processes, widesense stationary, ergodicity; timeand frequency-domain analysis; linear systems, optimum filtering, Wiener filters, Kalman filters; application.

Prerequisite(s): ECGR 3111 and STAT 3128 or permission of department.