Applied Stochastic Processes

Catalog description

The study of stochastic processes and a number of applications central to electrical engineering. Analysis of continuous and discrete time Gaussian and second order stochastic processes. Stochastic calculus. Innovations and spectral representations. Markov random fields. Applications to Kalman filtering, the detection of signals in the presence of noise, and two-dimensional image processing. MATLAB projects. Prerequisite: an undergraduate level course in probability or statistics.