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.

Note that this information may change at any time. Please visit the MyBU Student Portal for the most up-to-date course information.