Stochastic Processes

ENG EC 505

Undergraduate Prerequisites: (ENGEC401 & CASMA142) or equivalent and either ENGEK381 or ENGEK500. - Introduction to discrete and continuous-time random processes. Correlation and power spectral density functions. Linear systems driven by random processes. Optimum detection and estimation. Bayesian, Weiner, and Kalman filtering.

FALL 2026 Schedule

Section Instructor Location Schedule Notes
A1 Saligrama EPC 206 MW 4:30 pm-6:15 pm

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