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Unformatted text preview: Output Correlation Output Power Spectral Density (WSS Case) Gaussian In - Gaussian Out WEEK 6 CONVERGENCE OF RANDOM SEQUENCES Convergence in Probability Mean Square Convergence WEEK 7 SECOND-ORDER CALCULUS FOR RANDOM PROCESSES Integration Differentiation WEEKS 8, 9 SERIES REPRESENTATIONS OF RANDOM PROCESSES Fourier Series Power Series Sampling Expansion (Band-Limited Processes) Karhunen-Loeve Expansion November 25-26 Holiday WEEK 10 OPTIMUM LINEAR SYSTEMS Mean Square Prediction & Smoothing Optimum Signal-to-Noise Ratio Detection of Gaussian Signals December 9 Final Exam...
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- Spring '08