System of Equations, basic solutions, Echelon matrices, Linear independence, Rank, Inverse, Similarity, Eigen value analysis and Diagonalization, Vector Spaces: Linear Transformations, Subspaces, Linear Independence, Basis, Orthogonal Transformations. Probability – Review of probability, Joint and Conditional probability, Bayes theorem. Random Variable - Definition, discrete and continuous, probability distribution and density, mass functions, Joint and conditional distributions, Expectation, random vectors, vectorised expectation – mean and covariance, Random processes – definition, characterization, Stationarity. Gaussian random process, Central limit theorem.