Stochastic Processes in Engineering

A first-year graduate course in Stochas TIC processes, including: review of basic probability; gaussian, poisson, and Weiner processes; wide-sense stationary processes; covariance function and power spectral density; linear systems driven by random inputs; basic Wiener and Kalman filter theory.

Units: 

4.0

Internal Course Number: 

235

Course Number: 

ECE 235