CAAM 583 - INTRO RANDOM PROCESSES & APPL
Long Title: INTRODUCTION TO RANDOM PROCESSES AND APPLICATIONS
Department: Computational & Applied Math
Grade Mode: Standard Letter
Course Type: Lecture
Credit Hours: 3
Must be enrolled in one of the following Level(s):
Description: Review of basic probability; 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.