Stochastic Systems ENSC 802 (3)
The application of theories in probability, random variables and stochastic processes in the analysis and modelling of engineering systems. Topics include: a review of probability and random variables; random deviate generation; convergence of random sequences; random processes; auto correlation and power spectral-density; linear systems with stochastic inputs; mean-square calculus; AR and ARMA models; Markov chains; elementary queuing theory; an introduction to estimation theory. Areas of application include digital communications, speech and image processing, control, radar and Monte Carlo simulations. Prerequisite: Graduate standing.
| Section | Instructor | Day/Time | Location |
|---|---|---|---|
|
Daniel Lee |
Sep 8 – Dec 7, 2015: Mon, 4:30–5:50 p.m.
Sep 8 – Dec 7, 2015: Wed, 4:30–5:50 p.m. |
Burnaby Burnaby |