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ECSE 509 Probability and Random Signals 2 (3 credits)

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

Overview

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 2022

Instructors: Mahajan, Aditya (Fall)

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