ECE 250. Random Processes (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/ECE.html#ece250
Description
Random variables, probability distributions and densities, characteristic functions. Convergence in probability and in quadratic mean, Stochastic processes, stationarity. Processes with orthogonal and independent increments. Power spectrum and power spectral density. Stochastic integrals and derivatives. Spectral representation of wide sense stationary processes, harmonizable processes, moving average representations. Recommended preparation: ECE 153. Prerequisites: graduate standing.
Prerequisite courses
ECE 250 has no prerequisite courses.
Successor courses
ECE 250 is a prerequisite of the following 6 courses: