ENG EC 505 - Stochastic ProcessesPrereq

Institution:

Boston University

Subject:

Description:

ENG EC 401, CAS MA 142 or equivalent and either ENG EC 381 or ENG EK 500. Introduction to discrete and continuous-time random processes. Correlation and power spectral density functions; linear systems driven by random processes. Optimum detection and estimation. Bayesian, Weiner, and Kalman filtering. Applications of Poisson and other processes. 4 cr.

Credits:

4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.bu.edu

Phone Number:

(617) 353-2000

Regional Accreditation:

New England Association of Schools and Colleges

Calendar System:

Semester

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