ECE 541: Stochastic Signals and Systems

Lecture Notes

  • Chapter 1: Introduction to Probability Theory

  • Chapter 2: Random Variables

  • Chapter 3: Functions of Random Variables

  • Chapter 4: Expectation and Moments

  • Chapter 5: Random Vectors

  • Chapter 6: Estimation

  • Chapter 7: Convergence of Random Sequences

  • Chapter 8: Random Processes

  • Chapter 9: Markov Chains

  • Chapter 10: Martingales

Course Website on Piazza

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Course Description

Probability theory, including discrete and continuous random variables, functions and transformations of random variables. Random processes, including correlation and spectral analysis, Markov chain and martingales.


Salim El Rouayheb
Office location: CoRE 717

Place & Time

Thursday 3:20-6:20PM, ARC-204