MTH 5425 Theory of Stochastic Signals

Credit Hours: 3

Covers univariate and multivariate distributions, generating and moment generating functions; autocorrelation, wide-sense, strict-sense stationary, voltage, Poisson, Wiener, random telegraph signal and white noise processes; Dirac delta function, Fourier transform, system response, transfer function and spectral analysis.
Requirement(s): Instructor approval