ECSE 509 Probability and Random Signals 2

3 credits · Electrical & Computer Engr · Faculty of Engineering · Offered: Fall

Multivariate Gaussian distributions; finite-dimensional mean-square estimation (multivariate case); principal components; introduction to random processes; weak stationarity: correlation functions, spectra, linear processing and estimation; Poisson processes and Markov chains: state processes, invar…

Prerequisites

((ECSE 206 or ECSE 316) and ECSE 205) or GEPR 221 (3-1-5) GEPR courses can only serve as pre-requisite courses for students enrolled in the Bachelor of Global Engineering program

Prerequisite courses: ECSE 205, ECSE 206, ECSE 316, GEPR 221

Courses that need ECSE 509

ECSE 506
ECSE 518

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