Probability and Stochastic Processes in Dynamical Systems

MECH&AE C175A - Probability and Stochastic Processes in Dynamical Systems

<p>Lecture, four hours; outside study, eight hours. Enforced requisites: courses 82, 107. Probability spaces, random variables, stochastic sequences and processes, expectation, conditional expectation, Gauss/Markov sequences, and minimum variance estimator (Kalman filter) with applications. Concurrently scheduled with course C175A. Letter grading.</p>

Mechanical and Aerospace Engineering

Known as the birthplace of the Internet and where countless other cutting-edge technologies took their first steps, the school is consistently ranked among the top 10 public engineering schools in the U.S.

Henry Samueli School of Engineering and Applied Science

Applications include aircraft, spacecraft, automobiles, energy and propulsion systems, robotics, machinery, manufacturing and materials processing, microelectronics, biological systems, and more.

General Catalog

Probability and Stochastic Processes in Dynamical Systems

MECH&AE C271A

4 units