EEE 554 - Random Signal Theory I

Text: Probability Theory for Signal Processing, Communications and Control Engineers, J. S. Sadowsky

Prerequsite: EEE 350

Outline

I. Random Variables and Probability Distributions

A. Event probabilities
B. Discrete and continuous distributions
C. Distribution functions, density functions and characteristic functions
D. Expectation

II. Conditional Probability

A. Conditional event probabilities
B. Conditional distributions of random variables
C. Memoryless properties

III. Independence

A. Independent events
B. Independent random variables
C. Sums of independent random variables
D. Introduction to Limit Theorems

IV. Second Order Moments

A. Covariance matrices and fundamental properties
B. Eigenstructure of covariance matrices
C. Multi-dimensional Gaussian random vectors

V. Introduction to Stochastic Processes

A. Basic definitions
B. Stationarity
C. Linear System Response

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