These are the lecture notes for the
graduate course in stochastic processes for electrical engineers, I TA'ed and
the taught at the EE Department of the Tel Aviv University between 1997-2004.
It is a soft introduction into the subject with various
applications in engineering.
Exercises:
Related Links:
Various aspects on probability theory can be found on probability net
A digital copy of Kalman's seminal paper on filtering can be found on Greg Welch's Kalman filter page
1997: exam
/ solution
1999: exam A
/ solution, exam B / solution
2000: exam
A / solution, exam
B / solution
2001: exam
A / solution, exam
B / solution
2002: exam
/ solution
2003: exam
/ solution, exam
(summer) / solution
2004: exam
/ solution, exam
(summer) / solution