ECE 534: Random Processes (Fall 2012)

Maxim Raginsky (contact: maxim [at] illinois [dot] edu)
TA: Ehsan Shafieepoorfard (contact: eh [dot] shafiee [at] gmail [dot] com)
TTh 2:00-3:20, 135 Mechanical Engineering Building

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About this class

ECE 534: Random Processes is a graduate-level course on random (stochastic) processes, which builds on a first-level (undergraduate) course on probability theory, such as ECE 313. It covers the basic concepts of random processes at a fairly rigorous level, and also discusses applications to communications, signal processing, control systems engineering, and computer science. To follow the course, in addition to basic notions of probability theory, students are expected to have some familiarity with the basic notions of sets, sequences, convergence, linear algebra, linear systems, and Fourier transforms.

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