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- elec-5617 - random-processes-for-engineers
University of Colorado Denver/Anschutz Medical Campus Course Info
Denver, Colorado•
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Course Info
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ELEC 5617
Random Processes for Engineers
Probability, sequences of random variables, specification of stochastic processes, stationarity, correlation functions and spectral densities, linear mean-square estimation, central limit theorems, law of large numbers, non-stationary random processes, stochastic differential equations and Karhunen-Loeve expansion, Kalman filtering
Units: 3.0
Hours: 3 to 3
Prerequisites:
ELEC 3817 - Engineering Probability and Statistics
and
ELEC 3316 - Linear Systems Theory