Note: This is the 2023–2024 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
Visit Minerva > Student > Registration > Class Schedule for course dates & times.
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 2023
Instructors: Leib, Harry (Fall)