ECSE 509 — Probability and Random Signals 2

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.

• Rating: 4.78 out of 5 from 171 student reviews
• Difficulty: 4.33 out of 5
• Credits: 3
• Faculty: Faculty of Engineering
• Department: Electrical & Computer Engr
• Taught by: Aditya Mahajan
• Prerequisites: ((ECSE 206 or ECSE 316) and ECSE 205) or GEPR 221

Sections offered

• Section 001 (Lec), Wed Fri 11:35 am-12:55 pm — 6 seats open
• Section 002 (Lec), Wed Fri 11:35 am-12:55 pm — 5 seats open
• Section 003 (Lec), Wed Fri 11:35 am-12:55 pm — 3 seats open
• Section 004 (Tut), Fri 8:35-9:25 am — 14 seats open