Engineering applications of probability theory. Problems on events, independence, random variables, distribution and density functions, expectations, and characteristic functions. Dependence, correlation, and regression; multi-variate Gaussian distribution. Stochastic processes, stationarity, ergodicity, correlation functions, spectral densities, random inputs to linear systems; Gaussian processes.
Preparation for Course P: ECE 30200 or equivalent.
Cr. 3. Session Indicators Typically offered Fall Spring