Electrical Engineering 131B - Introduction to Stochastic Processes

Institution:

University of California-Los Angeles

Subject:

Description:

Lecture, four hours; outside study, eight hours. Requisite: course 131A. Introduction to concepts of stochastic processes, emphasizing continuous- and discrete- time stationary processes, correlation function and spectral density, linear transformation, and meansquare estimation. Applications to communication, control, and signal processing. Introduction to computer simulation and analysis of stochastic processes. Letter grading.

Credits:

4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.ucla.edu/

Phone Number:

(310) 825-4321

Regional Accreditation:

Western Association of Schools and Colleges

Calendar System:

Quarter

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