12832 (v.2) Probability Theory and Random Processes 303

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Area:	Department of Electrical and Computer Engineering
Contact Hours:	4.0
Credits:	25.0
Lecture:	1 x 3 Hours Weekly
Tutorial:	1 x 1 Hours Weekly
Prerequisite(s):	12708 (v.2) Linear Systems 201 or any previous version     OR     302502 (v.1) Signal Processing 204 or any previous version AND     12709 (v.2) Mathematics 277 or any previous version     OR     302980 (v.1) Mathematics 275 or any previous version
Axioms of probability theory. Probability measures. Conditional probability and statistical independence. Random variables. Probability density and distribution functions. Expectation and moment generating functions. Random processes. Stationarity. Correlation functions and power spectra. Wiener-Kinchin relations, response of linear systems. Statistical models. Methods of estimation. Confidence intervals and testing. Finite Markov chains. Decision theory. Applications of probability theory and stochastic processes in engineering.
Year Location Period Internal Area External Central External 2003 Bentley Campus Semester 1 Y     2003 Miri Sarawak Campus Semester 2 Y