ECNG 522/5230 - Stochastic Processes for Engineers (3 cr.)
Prerequisites
or equivalent.
Description
Probability and stochastic processes with engineering applications. Topics include review of probability and sampling methods; modeling of random experiments; linear and nonlinear transformations of random vectors; discrete-time and continuous-time random processes including Markov processes; spectral analysis of random signals; estimation theory including Wiener and Kalman filtering;. A simulation project on selected applications will be given.
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