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: |
|
| 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.
