Course

ECE235 - Stochastic Processes in Engineering

Units: 4

Instructor(s): Iltis

Syllabus:

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