2021-22 Spring - ELEC5300 - Stochastic Processes

Course

Description

Borel/sigma fields. Sequences of random variables and convergence. Spectral factorization. Karhunen-Loeve Expansion. Stationarity, ergodicity and spectral estimation. Mean square estimation and Kalman filtering. Entropy. System identification.
Course period1/02/22 → 30/06/22
Course levelPG
Course formatLecture