Random Processes and Stochastic System
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Random Processes and Stochastic System
Download : Random Processes and Stochastic System.ppt( 14 )
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Random Processes and Stochastic System
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Random Processes and Stochastic System 2008. 10. 2 3. Random Processes and Stochastic System 3.1 Chapter Focus 3.1.1 Discovery and Modeling of Random Process 3.1.2 Main Points to Be Covered 3.1.3 Topics Not Covered 3.2 Provavility and Random Variables 3.2.1 An Example of Random Variable 3.2.2 Probability Distributions and Densities 3.2.3 Gaussian Probability Densities 3.2.3.1 Vector-Valued(Multivariate) Gaussian Distributions 3.1 Chapter Focus Stochastic 시스템의 기본관념 Dynamic 시스템의 S...
Random Processes and Stochastic System
2008. 10. 2
3. Random Processes and Stochastic System
3.1 Chapter Focus
3.1.1 Discovery and Modeling of Random Process
3.1.2 Main Points to Be Covered
3.1.3 Topics Not Covered
3.2 Provavility and Random Variables
3.2.1 An Example of Random Variable
3.2.2 Probability Distributions and Densities
3.2.3 Gaussian Probability Densities
3.2.3.1 Vector-Valued(Multivariate) Gaussian Distributions
3.1 Chapter Focus
Stochastic 시스템의 기본관념
Dynamic 시스템의 Stochastic 표현 방법
3.1.1 Discovery and Modeling of Random Process
Rovert Brown 에 의해 발견
Langevin equation
: Danping 계수
: Random Force
Idealized Stochastic Processes
White-Noise Processes and Wiener Processes
3.1.2 Main Points to Be Covered
Stochastic 이론(理論)으로 Physical system의 불확실성을 표현
Dinamic system은 통계적으로 표현
3.1.3 Topics Not Covered
수학적 확률이론(理論)에 대한 선행 학습
Ito 계산법은 적분가능하지않은 함수에도 적용이 되고 있다아
3.2 Provavility and Random Variables
Unknown physical process
Pro…(투비컨티뉴드 )
순서
다.
