Note: This is the 2012鈥�2013 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click聽here to jump to the newest eCalendar.
Overview
Electrical Engineering : Multivariate Gaussian distributions; finite-dimensional mean-square estimation (multivariate case); principal components; introduction to random processes; weak stationarity: correlation functions, spectra, linear processing and estimation; Poisson processes and Markov chains: state processes, invariant distributions; stochastic simulation.
Terms: Fall 2012
Instructors: Psaromiligkos, Ioannis (Fall)