## EC791 Linear Algebra and Stochastic Processes

### Course Name:

EC791 Linear Algebra and Stochastic Processes

### Programme:

### Semester:

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### Credits (L-T-P):

### Content:

Vector Spaces, Subspaces, Linear Independence, Span, Basis, Dimension, Linear Transformations, Orthogonal Transformations, Orthogonal projections, Matrix subspaces and orientation, Eigen decomposition, SVD, Least Squares , Pseudo inverse. Review of Probability theory and Random variables, Random vectors and moments, Stochastic Processes and Examples, stochastic processes and linear systems, Gaussian random process, spectral analysis of stationary processes, Power Spectral Densities, Stationarity and Ergodicity