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Searched for: 1 subject found.
2.122 Stochastic Systems
(
)
(Subject meets with 2.121, 2.22)
Prereq: 2.004 and 2.087
Units: 4-0-8
Response of systems to stochastic excitation with design applications. Linear time-invariant systems, convolution, Fourier and Laplace transforms. Probability and statistics. Discrete and continuous random variables, derived distributions. Stochastic processes, auto-correlation. Stationarity and ergodicity, power spectral density. Systems driven by random functions, Wiener-Khinchine theorem. Sampling and filtering. Short- and long-term statistics, statistics of extremes. Problems from mechanical vibrations and statistical linearization, statistical mechanics, and system prediction/identification. Students taking graduate version complete additional assignments and a short-term project.
T. P. Sapsis
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