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EECS 240

Random Processes

4 Units.

Extensions of probability theory to random variables varying with time. General properties of stochastic processes. Convergence. Estimation, including nonlinear and linear minimum mean square error and maximum likelihood. Spectral density and linear filters. Poisson processes and discrete-time Markov chains.

Prerequisites & course information

Extensions of probability theory to random variables varying with time. General properties of stochastic processes. Convergence. Estimation, including nonlinear and linear minimum mean square error and maximum likelihood. Spectral density and linear filters. Poisson processes and discrete-time Markov chains.

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