525.414 - Probability and Stochastic Processes for Engineers Course Homepage
Instructor Information
Patricia Murphy
Email: pat.murphy@jhuapl.eduWork Phone: (443) 778-6826
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 application of probability and stochastic processes. It introduces the mathematical techniques relating to random variables and random processes used in applications such as signal processing, detection, estimation, and communication theory. Topics include the axioms of probability, random variables, density and distribution functions, functions and sequences of random variables, and stochastic processes.
Course Objectives
- To become familiar with the concepts and theory of probability and stochastic processes in order to apply them to other areas of engineering.
When This Course is Typically Offered
Typically offered at APL location Fall semester.
Syllabus
Topics Covered
- Definitions of Probability, Axioms of Probability
- Bernoulli Trials, Random Variables, CDF, PDF
- Conditional CDF, PDF, Bayes' Theorem
- Functions of Random Variables, Mean, Variance
- Test 1; Conditional Mean, Moments
- Characteristic Functions, Moment Generating Functions
- Joint CDF, PDF, Marginal Densities, Independence
- One Function of Two RVs, Two Functions of Two RVs
- Convolution Theorem, Conditional PDFs, Bayes' Theorem
- Test 2; Sequences of RVs
- Order Statistics, ON Transforms or RVs
- Stochastic Processes, Stationarity, Ergodicity
- Optimal Linear Systems
- Final Exam
Student Assessment Criteria
| Homework (10 assignments, drop lowest score) | 25% |
| Exam 1 (5th Period) | 25% |
| Exam 2 (10th Period) | 25% |
| Exam 3: Final: (14th Period) | 25% |
All homework is due within one week of its assignment. Late homework will not be accepted without the prior permission of the instructor.
Textbooks
Textbook information for this course is available online through the MBS Direct Virtual Bookstore.
Course Notes
There are no notes for this course.
(Last Modified: 08-20-2009 at 5:50:28 PM)