Printer FriendlyStochastic System
Electrical and Computer Engineering Department
Dr. Oliver Ibe, 978-934-3118
oliver_ibe@uml.edu
This certificate provides a thorough grounding in the modeling of signals represented as random functions of time. A background in linear system theory, signal transforms and the theory of probability and random processes is given. The certificate is completed by choosing specialized courses in time series analysis, statistical communication theory or applied stochastic estimation. These courses deal with the estimation of signals and of noise using a variety of mathematical models such as likelihood and entropy based techniques, matched, adaptive and nonlinear filtering of signals. The holder of this certificate will have the analytical and practical competence to design for and evaluate probabilistic issues in communications, complex systems, and/or networks.
Required Courses:
16.509 Linear Systems
16.584 Probability and Random Processes
Plus Two From:
16.684 Time Series Analysis
16.685 Statistical Communication Theory
16.687 Applied Stochastic Estimation