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.
4
UnitsLetter
Grading1, 2, 3
PasstimeGraduate students only
Level LimitEngineering
College