This course provides an introduction to probability, random variables and random processes. In addition, the probability theory will be applied to estimation and detection. It consists of three main modules:
1. Probability and random variables
2. Random processes, correlation functions and spectral densities
3. Applications to estimation and detection
Probability will be introduced using the relative-frequency approach and the axiomatic approach. Both continuous and discrete random variables will be studied. Some elements of statistics will also be included.
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