CDS 110b: Random Processes

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Course Home

L7-2: Sensitivity

L8-1: Robust Stability

L9-1: Robust Perf

Schedule

This lecture presents an introduction to random processes.

Lecture Outline

1. Quick review of random variables
2. 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