Probability and Random Processes

IIT Kharagpur , Prof.Mrityunjoy Chakraborty

Ergodic Processes

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Course Description

Introduction, Axioms of Probability, Random Variables,Probability Distributions and Density Functions, Function of a Random Variable, Mean and Variance, Function of Two Random Variables, Correlation Covariance, Correlation Matrices and their Properties, Thebycheff Inquality and Estimation, Central Limit Theorem, Ergodic Processes, Linear Mean Square Estimation – Wiener,Adaptive Filtering – LMS Algorithm.

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