ENGR 120

Probability and Random Signals

Probability and random signals and their application in engineering systems. Topics include the random sample space model, concept of axiomatic probability, conditional probability, discrete and continuous random variables, probability density and distribution functions, functions and statistics of random variables, random vectors multivariate distributions, and correlation and covariance of random vectors. Applications include estimation, risk, signal detection, random signals and noise in linear systems, reliability, and estimation.

Units: 3.0