Review of random variables, moments and characteristic functions; random processes, noise models, stationarity, ergodicity, correlation and power spectrum, spectrum measurements; response of linear systems to random inputs, cross-spectral densities, narrow band noise; introduction to discrete time and space processes. Students are required to complete a project.
Note: Credit will be granted for only one of 504, 400.
Prerequisites: 310; STAT 254 or 260 or equivalent.
Graduate course in the Electrical Engineering program administered by the Faculty of Graduate Studies.