Undergraduate Prerequisites: CASMA226, ENGEK381 or equivalent basic knowledge of differential equations and elementary probability theory. A first course in probability, random processes, and statistics for students with a level of mathematical maturity and experience comparable to that normally found in entering graduate students. Sample spaces, probability measures, random variables, expectation, correlation, moment generating functions, stochastic convergence and limit theorems, second order statistics, introduction to random processes and their applications, estimation, filtering, and elementary hypothesis testing. May not be taken for credit in addition to ENG EK 381.

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