REQUIRED TEXTS: Alberto Leon-Garcia, Probability and Random Processes for Electrical Engineering , Prentice Hall, 2 nd edition (1994)

REFERENCE TEXTS: None

COURSE DIRECTOR: Abraham Haddad

COURSE GOALS: To provide entering graduate students with a broad coverage of random processes that will serve as a foundation for advanced courses in their specializations, particularly in control, communications, networks, and signal processing.

PREREQUISITES BY COURSES: One course in probability.

PREREQUISITES BY TOPIC:

•  Probability theory.

•  Frequency spectrum, Fourier transforms.

DETAILED COURSE TOPICS:

  • Week 1: Review of probability theory.
  • Week 2: Review of random variables.
  • Week 3: Multiple random variables.
  • Week 4: Limit theorems and estimation.
  • Week 5: Introduction to random processes.
  • Week 6: Properties of random processes.
  • Week 7: Spectral properties.
  • Week 8: Gaussian and Poisson processes.
  • Week 9: Markov chains.
  • Week 10: Basic queueing models.

COMPUTER USAGE: Optional.

LABORATORY PROJECTS: None.

GRADES:

  • Homework – 30%
  • Midterm – 30%
  • Final – 40%

COURSE OBJECTIVES: When a student completes this course, s/he should be able to:

•  Understand the description and behavior of random processes.

•  Model and analyze systems with random signals.

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