Probability and Stochastic Processes in Dynamical Systems


This course is part of the UCLA Henry Samueli School of Engineering and Applied Science (HSSEAS) Master of Science in Engineering Online (MSOL) program.  It is available only to students pre-approved by HSSEAS.  See below for more information.


About this course:

MAE C271A. Probability and Stochastic Processes in Dynamical Systems. (Instructor: Speyer, J.) Lecture, four hours; outside study, eight hours. Enforced requisites: courses 107, 182A. Probability spaces, random variables, stochastic sequences and processes, expectation, conditional expectation, Gauss/Markov sequences, and minimum variance estimator (Kalman filter) with applications. Concurrently scheduled with course C175A.

Contact Us

Our team members are here to help. Hours: Mon-Fri, 8am-5pm
Ready to start
your future?
By signing up, you agree to UCLA Extension’s Privacy Policy.

vector icon of building

Corporate Education

Learn how we can help your organization meet its professional development goals and corporate training needs.

Learn More

vector icon of building

Donate to UCLA Extension

Support our many efforts to reach communities in need.

Innovation Programs

Student Scholarships

Coding Boot Camp

Lifelong Learning