UniversityOCWPlataform:"Microsoft Content Management Server" resourceType:"ocw" tags:" random processes"
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Published by: Massachusetts Institute of Technology | Language: English
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The major themes of this course are estimation and control of dynamic systems. Preliminary topics begin with reviews of probability and random variables. Next, classical and state-space descriptions of random processes and their propagation through linear systems are introduced, followed by frequency domain design of filters and compensator
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Published by: Massachusetts Institute of Technology | Language: English
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This course gives an introduction to probability and statistics, with emphasis on engineering applications. Course topics include events and their probability, the total probability and Bayes' theorems, discrete and continuous random variables and vectors, uncertainty propagation and conditional analysis. Second-moment representation of unc
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Published by: Massachusetts Institute of Technology | Language: English
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This class covers quantitative analysis of uncertainty and risk for engineering applications. Fundamentals of probability, random processes, statistics, and decision analysis are covered, along with random variables and vectors, uncertainty propagation, conditional distributions, and second-moment analysis. System reliability is introduced.
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Published by: Massachusetts Institute of Technology | Language: English
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This course examines signals, systems and inference as unifying themes in communication, control and signal processing. Topics include input-output and state-space models of linear systems driven by deterministic and random signals; time- and transform-domain representations in discrete and continuous time; group delay; state feedback and o
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