<p>Lecture, four hours; discussion, one hour; outside study, seven hours. Requisite: course 131A. Review of basic probability, axiomatic development, expectation, convergence of random processes: stationarity, power spectral density. Response of linear systems to random inputs. Basics of estimation. Special random processes, Markov processes, martingales, etc. Letter grading.</p>

Electrical and Computer 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

Electrical and computer engineering continues to make vital contributions to expand access, processing, and control of the vast amount of information and data in the world.

General Catalog

Stochastic Processes

EC ENGR 241A

4 units