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E C E 730: Modern Probability Theory and Stochastic Processes

  • Catalog Description:
    Stochastic processes in linear and nonlinear systems; stationarity, continuity, ergodicity; power spectrum and systems; estimation theory, filtering and prediction; harmonic analysis; nonstationary normal processes.
  • Credits: 3
  • Prerequisites: ECE 331 or equiv
  • Official Course Description (pdf)