Having successfully completed this course, the student will be able to to formulate, analyze, and interpret:

(1) the statistical properties of multiple random variables.

(2) the concepts of independence, uncorrelatedness, orthogonality of random variables.

(3) Gaussian random variables and Central Limit Theorem

(4) the concept of random process and the statistical parameters of random processes. 

(5) the concepts of stationarity and ergodicity. [Homework, quiz, and exam]

(6) the power spectral density function for WSS random processes. [Homework, quiz, and exam]

(7) the linear time invariant systems with random inputs.

(8) the autocorrelation function and power spectral density function of output in terms of those of input.

(9) Gaussian and Poisson Processes, Poisson Impulses. [Homework, quiz, and exam]

(10) white, thermal, and shot noise. [Homework, quiz, and exam]

(11) bandpass deterministic signals and modulation techniques.

(12) Hilbert transform to bandpass signals. [Homework, quiz, and exam]

(13) the principles of deterministic bandpass signals to bandpass noise signals. [Homework, quiz, and exam]