Probability and Stochastic Processes in Dynamical Systems

4 units · Undergraduate upper division (100-199)

Lecture, four hours; outside study, eight hours. Enforced requisites: courses 82, 107. Probability spaces, random variables, stochastic sequences and processes, expectation, conditional expectation, Gauss/Markov sequences, and minimum variance estimator (Kalman filter) with applications. Concurrently scheduled with course C271A. Letter grading.