Random Processes Prerequisites for El En 620 - Winter 1996
To take this course, you should have knowledge and understanding of
- the fundamentals of probability, including expectations and moments;
- the definition of a discrete-time random process, an independent,
identically-distributed (i.i.d.) random process, and a Gaussian random
process;
- characterizations of random processes using means, covariances, and
spectra; and
- matrix concepts used in random processes (e.g.
linear transformations of sets of random variables and eigenvalues/eigenvectors of covariance matrices).
Some good texts to read on these subjects are
- C.W. Helstrom, Probability and Stochastic Processes for Engineers, 2nd Ed., Macmillan, 1991.
- H. Stark and J.W. Woods, Probability, Random Processes, and
Estimation Theory for Engineers
2nd Ed., Prentice-Hall, 1994.
Questions? Contact Prof. Douglas at douglas@ee.utah.edu.