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Stochastic Systems ENSC 802 (3)

The application of theories in probability, random variables and stochastic processes in the analysis and modelling of engineering systems. Topics include: a review of probability and random variables; random deviate generation; convergence of random sequences; random processes; auto correlation and power spectral-density; linear systems with stochastic inputs; mean-square calculus; AR and ARMA models; Markov chains; elementary queuing theory; an introduction to estimation theory. Areas of application include digital communications, speech and image processing, control, radar and Monte Carlo simulations. Prerequisite: Graduate standing.

Section Instructor Day/Time Location
G100 Mo, We 5:00 PM – 6:20 PM