University of California, Los Angeles 4 credits Electrical and Computer Engineering
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.
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