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Events random variables or random processes are

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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 S-2 • 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 ` • Use the Karhunen-Loeve 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 wide-sense 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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