ECSE 509 Probability and Random Sig. 2 (3 credits)

Note: This is the 20122013 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click here to jump to the newest eCalendar.

Offered by: Electrical & Computer Engr (Faculty of Engineering)


Electrical Engineering : Multivariate Gaussian distributions; finite-dimensional mean-square estimation (multivariate case); principal components; introduction to random processes; weak stationarity: correlation functions, spectra, linear processing and estimation; Poisson processes and Markov chains: state processes, invariant distributions; stochastic simulation.

Terms: Fall 2012

Instructors: Ioannis Psaromiligkos (Fall)