Review of basic probability and random variables. Random vectors and processes; convergence and limit theorems; IID, independent increment, Markov, and Gaussian random processes; stationary random processes; autocorrelation and power spectral density; mean square error estimation, detection, and linear estimation. Formerly EE 278B.
Prerequisite
EE 178 and linear systems and Fourier transforms at the level of EE 102A, EE 102B, or EE 261.
