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ECSE 509. Probability and Random Signals 2.

Credits: 3
Offered by: Electrical & Computer Engr (Faculty of Engineering)
Terms offered: Fall 2026
View offerings for Fall 2026 in Visual Schedule Builder.

Description

Multivariate Gaussian distributions; finite-dimensional mean-square estimation (multivariate case); principal components; introduction to random processes; weak stationarity: correlation functions, spectra, linear processing and estimation; Poisson processes and Markov chains: state processes, invariant distributions; stochastic simulation.
  • Prerequisites: ((ECSE 206 or ECSE 316) and ECSE 205) or GEPR 221
  • (3-1-5)
  • GEPR courses can only serve as pre-requisite courses for students enrolled in the Bachelor of Global Engineering program

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