Subject Details
Dept     : ECE
Sem      : 4
Regul    : 2023
Faculty : Sathya S.
phone  : NIL
E-mail  : sathyas.snsctmaths@gmail.com
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Lecture Notes

UNIT 1:
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Moment Generating Function and their properties
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Axioms of probability
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Conditional probability
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Total probability
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Baye’s theorem
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Discrete random variables
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Continuous random variables
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Continuous random variables
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Moments
UNIT 2:
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Joint distributions
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Joint distributions
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Marginal distributions
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Conditional distributions
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Conditional distributions
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Covariance
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Correlation
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Correlation
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Linear Regression
UNIT 3:
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Classification
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Stationary Process
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Stationary Process
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Wide-Sense Stationary Processes
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Wide-sense stationary processes
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Wide-sense stationary processes
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Markov process
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Markov process
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Markov Chain
UNIT 4:
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Auto correlation
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Cross correlation
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Cross correlation
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Properties
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Power spectral density
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Power spectral density
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Cross spectral density
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Properties
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Wiener-Khintchine relation
UNIT 5:
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Linear time invariant system
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Linear time invariant system
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System transfer function
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System transfer function
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Linear system with random inputs
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Linear system with random inputs
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Auto correlation functions of input and output
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Cross correlation functions of input and output
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Cross correlation functions of input and output