Dr. Tim Field

3 unit(s)
T. Field
The principle themes are to characterize the time evolution of the scattered field in terms of stochastic differential equations, and to illustrate this framework in simulation and experimental data analysis. The physical models contain all correlation information and higher order statistics, which enable radar and laser scattering experiments to be interpreted. An emphasis is placed on the statistical character of the instantaneous fluctuations, as opposed to ensemble average properties. This leads to various means for detection, which have important consequences in radar signal processing and statistical optics. There are also significant connections with ideas in mathematical finance that can be applied to physics problems in which non-Gaussian noise processes play an essential role.

Probability theory; random variables; expectations; random processes; autocorrelation; power spectral densities.
Three lectures, one tutorial; first term
Prerequisite(s): MATH 2Z03
Antirequisite(s): COMMERCE 2QA3, ELECENG 3TQ4