Probability Theory Applications

AY2020/2021 Semester 1

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.