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ECE235

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ECE 235 - Stochastic Processes in Engineering

Full Course Title

Stochastic Processes in Engineering

Instructor Name(s)

STAFF

Course Description

A first-year graduate course in stochastic processes, including: review of basic probability; gaussian, poisson, and Weiner processes; wide-sense stationary processes; covariance function and power spectral density; linear systems driven by random inputs; basic Wiener and Kalman filter theory.

Unit Value

4

Maximum number of times course can be repeated for additional credit

99

Maximum Units

99

Prerequisites

ECE 139 or equivalent. Graduate standing.