ELEC 5617 - Random Processes for Engineers

Summer 2010 Registration E E 5617
Probability, sequences of random variables, specification of stochastic processes, stationarity, correlation functions and spectral densities, linear mean-square estimation, central limit theorems, law of large numbers, non-stationary random processes, stochastic differential equations and Karhunen-Loeve expansion, Kalman filtering. Prereq: ELEC 3316 and ELEC 3817 and permission of instructor.Semester Hours: 3to 3
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