MECH&AE C175A
Probability and Stochastic Processes in Dynamical Systems
Description: Lecture, four hours; outside study, eight hours. Enforced requisites: courses 82, 107. Probability spaces, random variables, stochastic sequences and processes, expectation, conditional expectation, Gauss/Markov sequences, and minimum variance estimator (Kalman filter) with applications. Concurrently scheduled with course C271A. Letter grading.
Units: 4.0
Units: 4.0