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    Purdue University
   
 
  Dec 14, 2017
 
 
    
2016-2017 University Catalog [ARCHIVED CATALOG]

AAE 56700 - Introduction To Applied Stochastic Processes


Credit Hours: 3.00. An introductory course in the concept of a discrete and continuous stochastic process based upon physical phenomena that originally gave rise to the specific stochastic models that are studies. Spectral analysis, response of time invariant systems to noise inputs. Estimation theory, Kalman and Winer filtering. Typically offered Fall.