11341 (v.4) Stochastic Processes for Telecommunications Systems 601


 

Area:Department of Electrical and Computer Engineering
Credits:25.0
Contact Hours:4.0
Lecture:1 x 3 Hours Weekly
Tutorial:1 x 1 Hours Weekly
Syllabus:Probability theory, random variable theory, expectation, moments, stochastic process theory, stationarity, correlation functions, power spectral density, stochastic processes in linear systems. Selected topics from: estimation and decision theory, markov chains, cyclostationarity, random walk theory.
 
Unit Outcomes: Upon completion of this unit students will be able to - Understand the fundamentals of probability theory. Characterize random signals using probabilistic tools. Apply the probability theory results to some typical engineering applications.
Text and references listed above are for your information only and current as of September 30, 2003. Please check with the unit coordinator for up-to-date information.
Unit References: Papoulis. A. (1991/2002). Probability, Random Variables and Stochastic Processes,' 3rd/4th Edition. McGraw Hill. Kay. S.M. (1993). Fundamentals of Statistical Signal Processing. Estimation Theory. Vol. 1. Prentice-Hall. Howard R.M. (2002). Principles of Random Signal Analysis and Low Noise Design: The Power Spectral Density and its Applications. Wiley.
Unit Texts: P.Z. Peebles. (2000). Probability, Random Variables and Random Signal Principles. McGraw Hill.
 
Unit Assessment Breakdown: Final examination 60%, Laboratory/Test/Assignment 40%.
YearLocationPeriodInternalArea ExternalCentral External
2004Bentley CampusSemester 1Y  

 

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