Stochastic Systems  ::  5513

Theory and applications involving probability, random variables, functions of random variables, and stochastic processes, including Gaussian and Markov processes. Correlation, power spectral density, and nonstationary random processes. Response of linear systems to stochastic processes. State-space formulation and covariance analysis. Same course as MAE 5513.

3513 and 4503 or STAT 4033