¶¡ÏãÔ°AV

Please note:

To view the current calendar, go to

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
Sep 3 – Dec 2, 2019: Mon, Wed, 5:00–6:20 p.m.
Burnaby