MECH&AE C271A
Probability and Stochastic Processes in Dynamical Systems
Description: (Formerly numbered 271A.) Lecture, four hours; outside study, eight hours. Enforced requisites: courses 107, 182A. 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 C175A. Letter grading.
Units: 4.0
Units: 4.0