ECSE 509. Probability and Random Signals 2.
Note: For information about Fall 2025 and Winter 2026 course offerings, please check back on May 8, 2025. Until then, the "Terms offered" field will appear blank for most courses while the class schedule is being finalized.
ECSE 509
Probability and Random
Signals 2.
Credits: 3
Offered by: Electrical & Computer Engr (Faculty of Engineering)
This course is not offered this catalogue year.
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.
- (3-1-5)
- Prerequisites: (ECSE 206 or ECSE 316) and ECSE 205.
Most students use Visual Schedule Builder (VSB) to organize their schedules. VSB helps you plan class schedules, travel time, and more.
Launch Visual Schedule Builder