MAE 5513 - Stochastic Systems

Prerequisite(s): 3513 and 4503 or STAT 4033. Theory and applications involving probability, random variables, functions of random variables, and stochastic processes, including Gaussian and Markov processes. Correlation, power spectral density, and non-stationary random processes. Response of linear systems to stochastic processes. State-space formulation and covariance analysis. (Same course as ECEN 5513)

Fall Dates: 
Monday, August 21, 2017 to Friday, December 8, 2017
Additional Information: 

Cross-listed with ECEN 5513.

Registration Procedure: