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ECSE 509 Probability and Random Signals 2 (3 unit茅s)

Offered by: G茅nie 茅lectr. et informatique (G茅nie et l'architecture)

Vue d'ensemble

G茅nie 茅lectrique : Multivariate Gaussian distributions; finite-dimensional mean-square estimation (multivariate case); principal components; introduction to random processes; weak stationarity: correlation functions, spectra, linear processing and estimation; Poisson processes and Markov chains: state processes, invariant distributions; stochastic simulation.

Terms: Automne 2022

Instructors: Mahajan, Aditya (Fall)

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