Course Schedule and Catalog

Department: *Computational & Applied Math*

Grade Mode: Standard Letter

Course Type: Lecture

Credit Hours: 3

Prerequisite(s): STAT 381

Description: INTRODUCTION TO RANDOM PROCESSES & APPLICATIONS ***** Review of basic probability and the formulation, analysis, representation, and application of some random standard random processes. Include 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. ***** Prerequisite: STAT 381 (STAT 581 recommended). ***** Also offered as ELEC 533 and STAT 583.