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525.414 - Probability and Stochastic Processes for Engineers Course Homepage

Instructor Information

Richard Lee

Email: r.b.lee@cox.net
Work Phone: (703) 961-5357

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

Objective of the course is to provide the students with knowledge about the random variable, random process and how to model the random processes in the communication system such as receiver performance, interference, thermal noise, and multipath phenomenon.

Course Objectives

    • Baisc concepts of probability theory and random variables
    • How to deal with multiple random variables? Conditional probability and conditional expectation, joint distribution and independence, mean square estimation
    • Anaysis of random process and application to the signal processing in the communication system
    • Analysis of Queueing Theory and application of the theory to real-world problem

When This Course is Typically Offered

The course is typically offered in every spring semester at Montgomery County Center (MCC).

Syllabus

Topics Covered

  • Conditional probability
  • Independence of events
  • Probability density function
  • Conditional probability
  • Functions of random variables
  • Reliability calculation
  • Conditional expectation
  • multiple random variables
  • mean square estimation
  • sum of random variables
  • Random process
  • Power spectral density
  • Random signal processing
  • Queueing theory

Student Assessment Criteria

Homework 10%
Midterm exam 40%
Final exam 50%

Understand the lecture material and weekly homework well.

Computer and Technical Requirements

There are no particular requirements for this course.

Participation Expectations

  • There will be weekly assigned homeworks and the solutions of the homework will be provided to the students the next week as a feedback.
  • The midterm and final exam are all take-home exams. 

 

Textbooks

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

Course Notes

There are no notes for this course.

Final Words from the Instructor

This course will provide the theories associated with the random variable and random process.  The course particularly provides the student with an ability to apply to real-world problems in the communication and physical systems.

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