Course Aims:
Develop a theory which can characterize the behavior of real-world Random Signals and Processes.
Use standard Probability Theory for this.
Random signal theory is important for
Analysis of signals,
Inference of underlying system parameters from noisy observed data,
Design of optimal systems (digital and analogue signal recovery, signal classification, estimation ...),
Predicting system performance (error-rates, signal-to-noise ratios, ...),
