Course Schedule and Catalog

Long Title: INTRODUCTION TO RANDOM PROCESSES AND APPLICATIONS

Department: *Computational & Applied Math*

Grade Mode: Standard Letter

Course Type: Lecture

Credit Hours: 3

Description: Review of basic probability and the formulation, analysis, representation, and application of some standard random processes. Includes sequences of random variables, random vectors and estimation, basic concepts of random processes, random processes in linear systems, expansions of random processes, Wiener filtering, spectral representation of random processes, and white-noise integrals. Cross-list: ELEC 533, STAT 583. Recommended prerequisites: STAT 381 and STAT 581.