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Unformatted text preview: for random variables • Determine whether events, random variables, or random processes are statistically
independent
• Use inequalities to ﬁnd bounds for probabilities that might otherwise be difﬁcult to
evaluate S2
• Use transform methods to simplify solving some problems that would otherwise be
difﬁcult
• Evaluate probabilities involving multiple random variables or functions of multiple
random variables
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• Use the KarhunenLoeve transform to decorrelate random variables and use PCA for
dimensionality reduction
• Classify random processes based on their time support and value support
• Simulate random variables and random processes
• Classify random processes based on stationarity • Evaluate the mean, autocovariance, and autocorrelation functions for random processes
at the output of a linear ﬁlter
• Evaluate the power spectral density for widesense stationary random processes • Give the matched ﬁlter solution for a simple signal transmitted in additive white Gaussian
noise
• Determine the steady state probabilities for a Markov chain
4. Contribution of course to meeting the professional component: Does not apply
5. Relationship of course to program outcomes: Does not apply
6. Instructor: Dr. John M. Shea
(a) Ofﬁce: 439 NEB
(b) Phone: 352.575.0740 (Te...
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This note was uploaded on 01/15/2014 for the course EEL 5544 taught by Professor Wong during the Fall '08 term at University of Florida.
 Fall '08
 Wong

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