Catalog description - Probability and random variables; random process characterizations and techniques. Useful models. Discrete and continuous-systems with random inputs. Applications to detection and filtering problems.
Description of Course - Theory and application of probability and random processes to problem solving in various fields including engineering, computers, and other disciplines involved with data analysis and probabilistic design and assessment of systems. Hands on experience will be heavily relied upon using matlab and real-world applications will be discussed
Potential Real-World Applications - Sonar, Radar, Communications, Data Analysis, Risk Analysis, Instrumentation Design, Oceanography, Design Of Systems Subject To Noise And Disturbances, Signal Processing
Notes by Dr. Kay.