Probability in Electrical Engineering and Computer Science: An Application-Driven CourseThe book is designed for a junior senior level course. Applications drive the material: PageRank, Multiplexing, Digital Link, Tracking, Speech Recognition, Route Planning and more. Topics include Markov chains, detection, coding, estimation, Viterbi algorithm, expectation maximization, clustering, compressed sensing, recommender systems, Kalman Filter, Markov decision problems, LQG, and channel capacity. Matlab examples are used to simulate models and
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Probability in Electrical Engineering and Computer Science: An Application-Driven Course