RANDOM SIGNAL AND RANDOM PROCESS
This course will have three phases:
First, we will begin with the review of undergraduate level probability and random variables.
Second, we will proceed to cover the basic concepts and engineering examples of discrete and continuous random processes, such as Bernoulli, Poisson, and Markov.
Last, we will apply our understanding of probabilistic models to detection and estimation problems of random signals.
Textbook: Introduction to Probability, 2nd Ed., Bertsekas and Tsitsiklis, Athena Scientific 2008