# Difference between revisions of "CDS 110b: Random Processes"

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m (CDS 110b: Stochastic Systems moved to CDS 110b: Random Processes) |
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== Lecture Materials == | == Lecture Materials == | ||

* {{cds110b-pdfs| | * {{cds110b-pdfs|stochastic.pdf|Lecture Notes on Stochastic Systems}} | ||

* Reading: Friedland, Chapter 10 | * Reading: Friedland, Chapter 10 | ||

* {{cds110b-pdfs|hw4.pdf|HW 4}} - due 1 Feb | * {{cds110b-pdfs|hw4.pdf|HW 4}} - due 1 Feb |

## Revision as of 04:56, 26 January 2006

WARNING: This page is for a previous year.See current course homepage to find most recent page available. |

Course Home | L7-2: Sensitivity | L8-1: Robust Stability | L9-1: Robust Perf | Schedule |

This lecture presents an introduction to random processes.

## Lecture Outline

- Quick review of random variables
- Random Processes
- Definition
- Properties
- Example

## Lecture Materials

- Lecture Notes on Stochastic Systems
- Reading: Friedland, Chapter 10
- HW 4 - due 1 Feb

## References and Further Reading

- Hoel, Port and Stone, Introduction to Probability Theory - this is a good reference for basic definitions of random variables
- Apostol II, Chapter 14 - another reference for basic definitions in probability and random variables