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Stochastic Processes
Abbreviation: Load: 45(L) + 0(E) + 0(LE) + 0(CE)
Lecturers in charge: Prof. dr. sc. Neven Elezović
Lecturers:
Course description: Conditional and marginal distributions of random variables. Functions of random variables and vectors. Modeling of binomial, Poisson, exponential and normal random variables. Markov chains. Stochastic processes. Markov processes. Poisson and similar processes. Gaussian processes. Kolmogoros?s equations. Spectral analysis of random processes. Processes in linear systems, filtration, estimation and prediction.
Lecture languages: - - -
Compulsory literature:
1. Stohastički procesi, interna skripta N. Elezović FER 2002
2. Stochastic Processes J. Medhi WEL 1982
3. Probability, random variables and random signal principles P. Z. Peebles McGraw-Hill 1987
Recommended literature: - - -
Legend
L - Lectures
E - Exercises
LE - Laboratory exercises
CE - Project laboratory
* - Not graded
Copyright (c) 2006. Ministarstva znanosti, obrazovanja i športa. Sva prava zadržana.
Programska podrška (c) 2006. Fakultet elektrotehnike i računarstva.
Oblikovanje(c) 2006. Listopad Web Studio.
Posljednja izmjena 2011-07-03