Module Handbook

  • Dynamischer Default-Fachbereich geändert auf EIT

Module EIT-DEK-430-M-7

Theory and Application of Probability and Stochastic Processes (M, 3.0 LP)

Module Identification

Module Number Module Name CP (Effort)
EIT-DEK-430-M-7 Theory and Application of Probability and Stochastic Processes 3.0 CP (90 h)

Basedata

CP, Effort 3.0 CP = 90 h
Position of the semester 1 Sem. in WiSe
Level [7] Master (Advanced)
Language [EN] English
Module Manager
Lecturers
Reference course of study [EIT-88.781-SG#2010] M.Sc. Electrical and Computer Engineering [2010]
Livecycle-State [NORM] Active

Courses

Type/SWS Course Number Title Choice in
Module-Part
Presence-Time /
Self-Study
SL SL is
required for exa.
PL CP Sem.
2V EIT-DEK-430-K-7
Theory and Application of Probability and Stochastic Processes
P 28 h 62 h - - PL1 3.0 WiSe
  • About [EIT-DEK-430-K-7]: Title: "Theory and Application of Probability and Stochastic Processes"; Presence-Time: 28 h; Self-Study: 62 h

Examination achievement PL1

  • Form of examination: oral examination (30 Min.)
  • Examination Frequency: each semester

Evaluation of grades

The grade of the module examination is also the module grade.


Contents

  • Wahrscheinlichkeit, Stochastische Prozesse
  • Korrelationsfunktionen, Leistungsdichtespektren
  • Gaußprozesse
  • Detektion und Schätzung gestörter Signale, Wiener- und Kalmanfilter

Competencies / intended learning achievements

Systematische Erarbeitung der mathematischen Grundlagen von Wahrscheinlichkeitstheorie und stochastischen Prozessen insbesondere

References to Module / Module Number [EIT-DEK-430-M-7]

Module-Pool Name
[EIT-AC-MSC-TW-MPOOL-7] General Elective Modules Master A&C