Goal of the course is to provide the student with the concepts and the mathematical tools necessary to manipulate both deterministic and random signals (stochastic processes). Signals are treated as mathematical models of physical signals, in particular those found in telecommunications, electrical engineering and computer science. Transformation of signals are also studied as models of physical systems like amplifiers, filters, transmission lines, modulators, samplers, etc.
The course is divided into three parts:
- First part: Basics of probability theory and random variables with engineering applications
- Second part: Deterministic signals and their transformation through systems.
- Third part (synthesis of the first two parts): Stochastic processes, random signals and filtering.