Discusses the fundamentals of probability and stochastic processes, focusing on random variables, their properties, and applications in statistical 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.
Explores linear prediction, optimal filters, random signals, stationarity, autocorrelation, power spectral density, and Fourier transform in signal processing.