EC ENGR 241A
Stochastic Processes
Description: Lecture, four hours; discussion, one hour; outside study, seven hours. Requisite: course 131A. Review of basic probability, axiomatic development, expectation, convergence of random processes: stationarity, power spectral density. Response of linear systems to random inputs. Basics of estimation. Special random processes, Markov processes, martingales, etc. Letter grading.
Units: 4.0
Units: 4.0