Stochastic Processes

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Note: This course is not available for the current semester.

Course No: 22.556; Last Offered: No Data;

Course Description

Introduction to stochastic processes with emphasis on time domain analysis. Probability theory review, continuous and discrete joint distributions, moments. Gaussian, Markov, stationary, and Poisson processes. Noisy dynamic systems, time series analysis, Kalman filtering, geometric foundations.

Prerequisites & Notes

  • Prerequisites:
  • Special Notes:
  • Credits: 3;

Questions About This Course?

Contact the Advising Center at 978-934-2474 or Continuing_Education@uml.edu

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