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ECEN/MAE 5513 - Stochastic
Systems |
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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.
Instructor:
Dr. Marty Hagan
Dates: August 18 - December 5
Add/Drop Dates
Syllabus
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Textbook Information:
Woods, John.
Probability and Random
Processes with Applications
to Signal Processing.
Prentice Hall.
ISBN: 0130200719
Amazon.com: new -
$114.40; used from -
$50.00 (4/15/2008)
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here to order
Barnes&Noble.com: new
- $143.00; used from -
$71.67 (4/15/2008)
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