May 09, 2024  
University Catalog 2019-2020 
    
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University Catalog 2019-2020 [ARCHIVED CATALOG]

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EE 5610 - Stochastic Systems and Estimation

(3)
Prerequisites: EE 3040, EE 3600. Stochastic processes; power spectrum analysis; response of linear systems to stochastic inputs; Markov chains; estimation theory and Kalman filtering; linear optimal filters; Riccati equations; applications to control and communications.


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