Essentially a continuation of 3100 with an emphasis on estimation and markov processes. Textbook or no textbook depending on the professor, but thorough notes published.
- Random vectors and minimum mean squared error estimation
- Sums of random variables and long-term averages
- Random processes
- Analysis and processing of random signals
- Markov processes
Fair, nothing too intense. Weekly problem sets that will take a few hours. Exams are not too challenging.
Qing Zhao is a very good lecturer, and publishes very clear notes. If you take the class seriously you should be fine.
Poitras teaches directly from the book and expects students to read the corresponding pages in book so you can self-study and do fine. HW is prety straigthforward but his exams tend to be far more than the HW. It's not that the exams are impossible, they are a good level of difficulty just harder than HW.