Description

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 C271A. Letter grading.

Instructional Format

Primary Format

Lecture

Additional Format

Outside study

Concurrent Course

MECH&AE C271A - Probability and Stochastic Processes in Dynamical Systems

A pair of upper-division undergraduate and graduate courses that share a primary activity. They are scheduled at the same time and place with the same instructor.