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525.414 - Probability and Stochastic Processes for Engineers Course Homepage

Instructor Information

Hollis Ambrose

Email: hollis.ambrose@jhuapl.edu
Work Phone: (443) 778-4098

Course Information

Course Description

This course provides a foundation in the theory and applications of probability and stochastic processes and an understanding of the mathematical techniques relating to random processes in the areas of signal processing, detection, estimation, and communication. Topics include the axioms of probability, random variables, and distribution functions, functions and sequences of random variables; stochastic processes; and representations of random processes.

Prerequisites

An undergraduate degree in electrical engineering.

Course Goal

This course provides a foundation in the theory and applications of probability and stochastic processes and and understanding of the mathematical techniques relating to random processes in the areas of signal processing, detection, estimation, and communications. Topics include the axioms of probability, random variables, and distribution functions, functions and sequences of random variables, stochastic processes, and representations of random processes.

Course Objectives

  • To become familiar with concepts of probability and stochastic processes in order to apply the teachniques to other areas of engineering.

When This Course is Typically Offered

Syllabus

Topics Covered

  • Definitions of Probability
  • Bernoulli Random Trials
  • Conditional CDF and PDF
  • Mean, Conditional Mean, Variance
  • Function of an RV
  • Characteristic Functions
  • One Funct. of 2 RV's, Two Functs. of 2 RV's
  • Joint Moments
  • Conditional Distributions and Densities
  • Sequences of RV's
  • Stochastic Processes
  • Stationarity and Ergodicity
  • Optimal Linear Systems
  • Wiener Filters

Student Assessment Criteria

Test 1 20%
Test 2 20%
Homework 30%
Final Exam 30%

Textbooks

Textbook information for this course is available online through the MBS Direct Virtual Bookstore.

Course Notes

There are notes for this course.

(Last Modified: 07-22-2008 at 11:07:57 AM)