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Courses - Fall 2019
ENEE
Electrical & Computer Engineering Department Site
ENEE620
Random Processes in Communication and Control
Credits: 3
Grad Meth: Reg, Aud
Prerequisite: ENEE324; or students who have taken courses with comparable content may contact the department.
Introduction to random processes: characterization, classification, representation; Gaussian and other examples. Linear operations on random processes, stationary processes: covariance function and spectral density. Linear least square waveform estimating Wiener-Kolmogroff filtering, Kalman-Bucy recursive filtering: function space characterization, non-linear operations on random processes.