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ELEN3007 - Probabilistic Signals and Systems Analysis

Probabilistic Methods of Signal and System Analysis equips students by providing a preface to the use of probability theory to the way out of problems arising in the testing of signals and systems. It includes a variety of examples, such as estimating the parameters of random processes and processing them through linear systems. It also includes several sections relating to Bernoulli trials, correlation of data sets, smoothing of data, computer computation of correlation functions and spectral densities and system simulation. This is useful as a review for graduate students and practising engineers. This course covers topics pertaining to the use of probability in engineering.

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