Stochastic Systems

Catalog description

Description: Theory and applications involving probability, random variables, functions of random variables, and stochastic processes, including Gaussian and Markov processes. Operations on random variables, transformation of random variables, single and multiple random variables, correlation, power spectral density, and stationary and non-stationary random processes. Random sums and sequences. Response of linear systems to stochastic processes. State-space formulation and covariance analysis. Same course as MAE 5513 .