Academic Catalog

EE531 PROBABILITY AND STOCHASTIC PROCESSES

Course Code:	5670531
METU Credit (Theoretical-Laboratory hours/week):	3(3-0)
ECTS Credit:	8.0
Department:	Electrical And Electronics Engineering
Language of Instruction:	English
Level of Study:	Graduate
Course Coordinator:	Assoc.Prof.Dr. BARIÞ NAKÝBOÐLU
Offered Semester:	Fall Semesters.

Course Content

Review of probability theory and random variables. Sequence of random variables, convergence concepts. Stochastic processes: correlation and power spectra, stationarity, linear systems with random inputs, second order processes; stochastic continuity, differentiation and integration in quadratic mean; Gaussian processes; Poisson processes, shot noise; Markow processes; orthogonal expansions, least mean square error estimation.