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Searched for: "2.122" Subjects offered any term 1 subject found.
2.122 Stochastic Systems
(
)
Prereq: 2.004, 2.087
Units: 4-0-8
H2 meets in 5-234. Lecture: TR9.30-11 (3-333)
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. Requires short term project.
T. Sapsis
No textbook information available
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