Probability and Random Processes

Fall 2024 > Engineering/Engineering Technology > EECE.5840 > 031V

Course No: EECE.5840-031V; SIS Class Nbr: 13593; SIS Term: 3410
Course Status: Open

Course Description

Sample space, Field and Probability Measure. Axiomatic definition of Probability. Bayes' theorem. Repeated trials. Continuous and discrete random variables and their probability distribution and density functions. Functions of random variables and their distribution and density functions. Expectation, variance and higher order moments. Characteristic and generating functions. Vector formulation of random variables and their parameters. Mean square estimation and orthogonality principle. Criteria for estimators. Introduction to random processes: distribution and density functions; Ensemble and time averages; correlation functions and spectral densities. Classification of random processes. Random processes through linear systems. Weiner filters and Kalman filters.

Prerequisites, Notes & Instructor

  • Prerequisites: Students with a CSCE career need permission to take Graduate Level Courses.
  • Section Notes: HyFlex Course; Combined with section: EECE.5840.201P.
  • Core Codes: STEM, HYFX
  • Credits: 3; Contact Hours: 3
  • Instructor: Kavitha Chandra
  • UMass Lowell Bookstore

When Offered & Tuition

  • M | 6:30 PM-9:20 PM ET Online
  • 2024 Fall: Sep 04 to Dec 20
  • Course Level: Graduate
  • Tuition: $2250
  • Note: There is a $30 per semester registration fee for credit courses.

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