Probability and Stochastic Processes in Dynamical Systems
MECH&AE XLC C271A
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This course is part of the UCLA Henry Samueli School of Engineering and Applied Science (HSSEAS) Master of Science in Engineering Online (MSOL) program. It is available only to students pre-approved by HSSEAS. See below for more information.
About this course:
MAE C271A. Probability and Stochastic Processes in Dynamical Systems. (Instructor: Speyer, J.) Lecture, four hours; outside study, eight hours. Enforced requisites: courses 107, 182A. Probability spaces, random variables, stochastic sequences and processes, expectation, conditional expectation, Gauss/Markov sequences, and minimum variance estimator (Kalman filter) with applications. Concurrently scheduled with course C175A.