ELEC 5617 - Random Processes for Engineers

Institution:

University of Colorado Denver

Subject:

Electrical Engineering

Description:

Probability, sequences of random variables, specification of stochastic processes, stationarity, correlation functions and spectral densities, linear mean-square estimation, central limit theorems, law of large numbers, non-stationary random processes, stochastic differential equations and Karhunen-Loeve expansion, Kalman filtering. Prereq: ELEC 3316 and ELEC 3817 and permission of instructor.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.ucdenver.edu/

Phone Number:

(303) 556-5600

Regional Accreditation:

North Central Association of Colleges and Schools

Calendar System:

Semester

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