ESE 503 - Stochastic Systems

Basic probability concepts and application. Probabilistic bounds, characteristic functions, and multivariate distributions. Central limit theorem, normal random variables, stochastic processes in communications, control, and other signal processing systems. Stationarity, ergodicity, correlation functions, spectral densities, and transmission properties. Optimum linear filtering, estimation, and prediction.

3 credits

Grading Letter graded (A, A-, B+, etc.)

Offered Fall