STAT 432 - Statistics for Signal Processing

Institution:

Case Western Reserve University

Subject:

Description:

For advanced undergraduate students or beginning graduate students in engineering, physical sciences, life sciences. Introduction to probability models and statistical methods. Emphasis on probability as relative frequencies. Derivation of conditional probabilities and memoryless channels. Joint distribution of random variables, transformations, autocorrelation, series of irregular observations, stationarity. Random harmonic signals with noise, random phase and/or random amplitude. Gaussian and Poisson signals. Modulation and averaging properties. Transmission through linear filters. Power spectra, bandwidth, white and colored noise. ARMA processes and forecasting. Optimal linear systems, signal-to-noise ratio, Wiener filter. Completion of additional assignments required from graduate students registered in this course. Offered as STAT 332 and STAT 432. Prereq: MATH 122.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.case.edu

Phone Number:

(216) 368-2000

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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