ENPR 300 PROBABILITY AND RANDOM PROCESS

In this course the student is introduced to random variables and stochastic processes. This course provides students in the area of communication theory, computer networks, signal/image processing, control theory, and other related disciplines with a solid background in probability and random processes. Topics covered are probability theory, conditional probability and Bayes theorem, discrete and continuous random variables, distribution and density functions, moments and characteristic functions, functions of one and several random variables, Gaussian random variables and the central limit theorem, estimation theory, random processes, stationarity and ergodicity, auto correlation, cross-correlation and power spectrum density.

Credits

3

Prerequisite

EMTH 150

Offered

semester 2