ECSE 509. Probability and Random Signals 2.
Credits: 3
Offered by: Electrical & Computer Engr (Faculty of Engineering)
This course is not offered this catalogue year.
Description
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.
- (3-1-5)
- Prerequisites: (ECSE 206 or ECSE 316) and ECSE 205.