Probability Models & Stochastic Processes

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Topics in probability, random variables and stochastic processes applied to the fields of electrical and computer engineering. Probability, events, random variables, expectation, moments, characteristic functions, conditional probability and expectation. Functions of random variables, random vectors, Gausian random vectors, Poisson points. Bounding and limit theorems. Relations among important distributions and probability models.Stochastic processes: stationarity, ergodicity, Brownian motion, Markov processes. Deterministic systems with stochastic inputs, correlation and power spectral density, ARMA models. Hilbert space and applications: orthogonality principle, discrete Wiener and Kalman filters, linear prediction, lattice filters.

3 credits. Prerequisites: Ma 224 and ECE 300, or ECE 310 or permission of instructor

Course Code: ECE 302

  • Founded by inventor, industrialist and philanthropist Peter Cooper in 1859, The Cooper Union for the Advancement of Science and Art offers education in art, architecture and engineering, as well as courses in the humanities and social sciences.

  • “My feelings, my desires, my hopes, embrace humanity throughout the world,” Peter Cooper proclaimed in a speech in 1853. He looked forward to a time when, “knowledge shall cover the earth as waters cover the great deep.”

  • From its beginnings, Cooper Union was a unique institution, dedicated to founder Peter Cooper's proposition that education is the key not only to personal prosperity but to civic virtue and harmony.

  • Peter Cooper wanted his graduates to acquire the technical mastery and entrepreneurial skills, enrich their intellects and spark their creativity, and develop a sense of social justice that would translate into action.