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    Purdue University
  Jan 20, 2018
2017-2018 University 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.