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381 lines
14 KiB
HTML
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ECSE-6550: Stochastic Processes Comm/ctrl
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</title>
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<meta property="og:title" content="ECSE-6550: Stochastic Processes Comm/ctrl">
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<meta property="og:description" content="Review of measure and integration theory, elements of probability, random variables, conditional probability, and expectations. Stochastic processes, stationarity, and ergodicity. Gaussian processes and Brownian motion, the Poisson process. Markov processes, wide-sense stationary processes, spectral representations, linear prediction and filtering. Stochastic integrals and differential equations, white noise and the stochastic calculus, the Fokker-Planck equation, diffusion processes, recursive filtering and estimation, evaluation of likelihood ratios. Applications in communication, information processing, and control.">
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<div id="course-info-container">
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<h1 id="name">
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Stochastic Processes Comm/ctrl
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</h1>
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<h2 id="code">
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ECSE-6550
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</h2>
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<p>
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Review of measure and integration theory, elements of probability, random variables, conditional probability, and expectations. Stochastic processes, stationarity, and ergodicity. Gaussian processes and Brownian motion, the Poisson process. Markov processes, wide-sense stationary processes, spectral representations, linear prediction and filtering. Stochastic integrals and differential equations, white noise and the stochastic calculus, the Fokker-Planck equation, diffusion processes, recursive filtering and estimation, evaluation of likelihood ratios. Applications in communication, information processing, and control.
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</p>
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<div id="cattrs-container">
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<span id="credits-pill" class="attr-pill">
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3 credits
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</span>
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</div>
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<div id="prereq-container" class="rel-info-container">
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<div id="prereq-title" class="rel-info-title">
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Prereqs:
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</div>
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<div id="prereq-classes" class="rel-info-courses">
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<span class="none-rect">
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none
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<div id="past-container">
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<h1 id="past-title">
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Past Term Data
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</h2>
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<input type="radio" id="simple-view-input" name="view-select" value="simple" checked="checked">
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<span class="code-icon" id="yes-code-icon">
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<svg><use href="../icons.svg#circle-check"></use></svg>
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Offered
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<svg><use href="../icons.svg#circle-no"></use></svg>
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Not Offered
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<div id="diff-code" class="key-code">
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<span class="code-icon" id="diff-code-icon">
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<svg><use href="../icons.svg#circle-question"></use></svg>
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</span>
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Offered as Cross-Listing Only
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</div>
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<div id="nil-code" class="key-code">
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<span class="code-icon" id="nil-code-icon">
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<svg><use href="../icons.svg#circle-empty"></use></svg>
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No Term Data
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<div id="control-panel">
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<label for="simple-view-input" id="simple-view-label" class="view-option-label">
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<span class="view-icon" id="simple-view-icon">
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<span class="view-icon-selected"><svg><use href="../icons.svg#circle-dot"></use></svg></span>
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<span class="view-icon-unselected"><svg><use href="../icons.svg#circle-empty"></use></svg></span>
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</span>
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Simple View
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<span class="view-icon-selected"><svg><use href="../icons.svg#circle-dot"></use></svg></span>
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<span class="view-icon-unselected"><svg><use href="../icons.svg#circle-empty"></use></svg></span>
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</span>
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Detailed View
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</label>
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</div>
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</div>
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<table id="years-table">
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<thead>
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<tr>
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<th></th>
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<th class="spring season-label">Spring</th>
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<th class="summer season-label" colspan="2">Summer</th>
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<th class="fall season-label">Fall</th>
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</tr>
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<tr>
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<th colspan="2"></th>
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<th class="summer2 midsum-label">(Session 1)</th>
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<th class="summer3 midsum-label">(Session 2)</th>
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<th></th>
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</tr>
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</thead>
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<tbody>
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<tr>
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<th class="year">2024</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2023</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2022</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2021</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2020</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2019</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2018</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2017</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2016</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2015</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2014</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2013</th>
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<td class="term spring offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201301&subj_in=ECSE&crse_in=6550&schd_in=">Stochastic Processes Comm/ctrl (3c)</a>
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</span>
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<ul class="prof-list">
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<li>John W Woods</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 3/20
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2012</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2011</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2010</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2009</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2008</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2007</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2006</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2005</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2004</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2003</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2002</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2001</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2000</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">1999</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">1998</th>
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<td class="term spring unscheduled">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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</tbody>
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</table>
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</div>
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</div>
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</body>
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