Stochastic Processes in Systems / General Information
Course Description
Stochastic Processes in Systems is a one term course (spring term) intended for undergraduate students on the Faculty of Electrical Engineering and Computing at the University of Zagreb.
Syllabus
Continuous and discrete random signals. Correlation and power spectrum. Nonlinear signal transforms. Correlation functions and signal spectrum computation. Random signals in linear systems. Correlators and spectral analyzers. Noise modeling. Noise generators and measurements. Signal extraction by correlation. Optimal filtering. Wiener filter. Matched filter. Signal detection. Applications.
