Explores linear prediction, optimal filters, random signals, stationarity, autocorrelation, power spectral density, and Fourier transform in signal processing.
Covers the stochastic properties of time series, stationarity, autocovariance, special stochastic processes, spectral density, digital filters, estimation techniques, model checking, forecasting, and advanced models.
Introduces mathematical tools for communication systems and data science, focusing on stochastic processes and preparing students for advanced courses.