I have a two week holiday after finishing this semester and I was hoping to study something. Ideally, I would like to study something that I can benefit from in any upcoming courses I take. I'm thinking of either fourier series or probablity theory. Currently I'm leaning towards Fourier because it's very relevant to electrical engineering, however, Probablity theory seems intriguing to me (also opens up interesting areas such machine learning).
So how relevant is probablity theory to undergraduate electrical engineering ?!
Probability is relevant to electrical engineering. Just look at sparse sampling and Kalman filtering. Sparse sampling (compressed sensing) has applications in MRI, photography, cameras, networks, etc.
Look up Emmanuel Candes at Stanford http://statweb.stanford.edu/~candes/. I believe he invented sparse sampling.
Image coding for jpeg by decorrelation is another example. Kalman filtering is used in Feedback and Optimal Control. I forgot a big one signal processing as well.
Kalman Filtering
Compressed Sensing
JPEG
Signal Processing