CMOR 553 - INTRO RANDOM PROCESSES & APPL
Long Title: INTRODUCTION TO RANDOM PROCESSES AND APPLICATIONS
Department: Comp Appl Math Operations Rsch
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture
Credit Hours: 3
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.