ELL711
| ELL711 | |
|---|---|
| Signal Theory | |
| Credits | 3 |
| Structure | 3-0-0 |
| Pre-requisites | ELL205, ELL311 |
| Overlaps | |
ELL711 : Signal Theory
[edit]Discrete random variables (Bernoulli, binomial, Poisson, geometric, negative binomial, etc.) and their properties like PDF, CDF, MGF. Continuous random variables: Gaussian, multivariate Gaussian; whitening of the Gaussian random vector; complex Gaussian random vector, circularity; Rayleigh and Rician; exponential; chi-squared; gamma. Signal spaces: convergence and continuity; linear spaces, inner product spaces; basis, Gram-Scmidt orthogonalization. Stochastic convergence, law of large numbers, central limit theorem. Random processes: stationarity; mean, correlation, and covariance functions, WSS random process; autocorrelation and cross-correlation functions; transmission of a random process through a linear filter; power spectral density; white random process; Gaussian process; Poisson process.