ECE 685Stochastic Processes for Dynamical Systems
- Level
- Graduate
- Faculty
- Engineering
- Last listed
- Spring 2011
No longer offered. It’s in the archived Graduate Calendars from Fall 2006 (the oldest one online) to Spring 2011.
Random experiments and measure spaces, stochastic independence, Borel-Cantelli theorem, random variables, Chebyshev inequality, cylinder sets and the Borel sigma-algebra on function spaces, Daniell-Kolmogorov consistency theorem and random processes, separable random processes and Kolmogorov conditions for continuous sample-paths, weak and strong laws of large numbers, conditional expectations, construction of Markov processes especially Brownian motion, sample-path properties of Brownian motion.
Check it elsewhere
- Graduate Calendar, Spring 2011Its last archived entry
- Graduate Calendar archivesPast Graduate Calendars
- Course outlinesSyllabi from past terms (UW login)
- UW FlowStudent ratings and reviews
- WClassesPast sections back to 2004, and who taught them
In older Graduate Calendars
In the scanned calendars
How it read in each calendar from 1970–71 to 1971–72, newest first. The text is OCR of the scanned pages; years whose wording matches are shown once, from the clearest scan. Each year links to its page on uwloo and to that page of the scanned PDF.
1970–71 to 1971–72 2 calendars
1 Optimization problems through variational methods and mathematical programming, optimal control for discrete time and continuous time systems. Maximum principle with equality and inequality constraints, feedback control, linear systems with quadratic criterion including the stochastic case. (Old number EE 637, also listed as Systems Design SD 685)