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IUPUI School of Engineering and Technology

IUPUI School of Engineering and Technology

Random Variables and Signals

ECE 60000 / 3 Cr. (3 Class)

Engineering applications of probability theory. Problems of events, independence, random variables, distribution and density functions, expectations, and characteristic functions. Dependence, correlation, and regression; multivariate Gaussian distribution. Stochastic processes, stationarity, ergodicity, correlation functions, spectral densities, random inputs to linear systems, Gaussian processes.