MA591: Filtering Turbulent Systems (Fall 2011)

Time and Place: Tu Th 11.45-1.00, SAS 1218.

Syllabus: [syllabus]

Notes: [table of contents, intro, and references]

Lecture Schedule (Caution: These slides contain only part of the lectures, I will use chalkboard on various discussions):

Aug 18: [slides] and review of probability.
Aug 23: Review of probability and statistics.
Aug 25: Review of statistics and stochastic processes.
Aug 30: Review of stochastic processes, Brownian Motion.
Sep 1: Discussions on White noise, Chapter 2. [slides]
Sep 6 & 8: cancelled.
Sep 13 & 15: Chapter 2. [slides]
Sep 20: Chapters 2-3.
Sep 22: Chapter 3. [slides]
Sep 27: Chapters 3 and 4.
Sep 29: Chapter 4.
Oct 3 & 4 : Chapter 5.
Oct 11 & 13: Chapter 6. [slides]
Oct 18: Chapter 7. [slides]
Oct 20: Chapter 7, Poisson process.
Oct 25: Poisson process, Chapter 8. [slides]
Oct 27: Chapters 8-9.
Nov 1: Chapter 9. [slides]
Nov 3: Chapters 9 and 11.
Nov 8: Chapter 11.
Nov 10: Brown presentation, Chapter 10.[slides]
Nov 15: Chapter 10.
Nov 17: Chapter 12, Bakunova presentation. [slides]
Nov 22: Chapter 12-13. [slides]
Nov 28: Chapters 13, 15. (lecture room 2102 3-3.50PM) [slides]
Nov 29: Chapter 15, Kreykes presentation.
Dec 1: Patkoski and Geagla presentations.