Università Roma Tre

Message and signal definition. Signal representations. Generalized Fourier Representation. Cross and auto-correlation function: definition and properties. Linear transformations. Linear and time-invariant systems. I/O relations: convolution integral and its properties. Fourier series expansion. Fourier Transform. Parseval and Wiener theorems. Energy and power spectral density. Limited bandwidth signals. Sampling theorem. Sub-sampling effects. Hilbert transform. Analytical signal, complex envelope and low-frequency components of a band-pass signal. Bandwidth limited signals linear transformations and their samples relations.
Axiomatic theory of probability. The axioms of probability. Bayes' theorem. Random variables. Distribution and probability density function. Mean, variance, moments, covariance matrix. Characteristic function. Functions of one random variable. Multiple random variables: joint distributions. Conditional distributions. Gaussian random variables: univariate and multivariate. Bernoulli random variable. Stochastic processes: general concepts. Stationary processes. Ergodic processes and related theorems. Parametric stochastic processes. Linear and non-linear transformation of stochastic ergodic processes. Continuous-time random processes; gaussian process, armonic process.

Roberto Cusani- Teoria dei Segnali - Edizioni Efesto
Probability, Random Variables, and Stochastic Processes, Athanasios Papoulis, S. Unnikrishna Pillai, McGraw-Hill 2002