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 4 – Dec 3, 2018: Mon, Wed, 5:00–6:20 p.m.
|
Burnaby |