Random Process
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BIRLA INSTITUTE OF TECHNOLOGY, RANCHI, INDIA DEPARTMENT OF ELECTRONICS & COMM ENGINEERING Page 1 of 2 EC 7119 – STOCHASTIC AND RANDOM PROCESSES Module -1: Random variables, Distribution and density functions, Expectation, Characteristic functions, Conditional probability, Conditional expectation. Sequences of Random Variables, Convergence concepts, Laws of large numbers, Central limit theorem. Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals” – K. Sam Shanmugan & A. M. Breipohi. (8) Module -2: Random Vectors and Estimation: Random Vectors, Covariance characterization, Jointly Gaussian random variables. (6) Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals – K. Sam Shanmugan & A. M. Breipohi. Module - 3: Representations of Random Processes: Sampling theorem, Karhunen-Leeve expansion, Orthogonal increment processes, White noise integrals, Spectral representation. (6) Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals – K. Sam Shanmugan & A. M. Breipohi. Module - 4: Concept of stochastic Processes, Classification, ensemble, Time averaging and Ergodicity. Methods of description, Stationarity, Covariance and Correlation coefficient, Auto correction and Cross Correlation functions, Power spectral densities. (7) Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals – K. Sam Shanmugan & A. M. Breipohi. Module - 5: Special Processes: Markov processes and queuing theory, Wiener process, Poisson processes, Gaussian Process. Shot noise, Thermal noise. (6)
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Random Process
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BIRLA INSTITUTE OF TECHNOLOGY, RANCHI, INDIA DEPARTMENT OF ELECTRONICS & COMM ENGINEERING
Page 1 of 2
EC 7119 – STOCHASTIC AND RANDOM PROCESSES Module -1: Random variables, Distribution and density functions, Expectation, Characteristic functions, Conditional probability, Conditional expectation. Sequences of Random Variables, Convergence concepts, Laws of large numbers, Central limit theorem.
Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals” – K. Sam Shanmugan & A. M. Breipohi. (8)
Module -2: Random Vectors and Estimation: Random Vectors, Covariance characterization, Jointly Gaussian random variables. (6) Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals – K. Sam Shanmugan & A. M. Breipohi.
Module - 3: Representations of Random Processes: Sampling theorem, Karhunen-Leeve expansion, Orthogonal increment processes, White noise integrals, Spectral representation. (6) Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals – K. Sam Shanmugan & A. M. Breipohi. Module - 4: Concept of stochastic Processes, Classification, ensemble, Time averaging and Ergodicity. Methods of description, Stationarity, Covariance and Correlation coefficient, Auto correction and Cross Correlation functions, Power spectral densities. (7) Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals – K. Sam Shanmugan & A. M. Breipohi. Module - 5: Special Processes: Markov processes and queuing theory, Wiener process, Poisson processes, Gaussian Process. Shot noise, Thermal noise. (6)
BIRLA INSTITUTE OF TECHNOLOGY, RANCHI, INDIA DEPARTMENT OF ELECTRONICS & COMM ENGINEERING
Page 2 of 2
Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals – K. Sam Shanmugan & A. M. Breipohi. Module -6: Linear filtering of Stochastic Processes, AR, MA and ARMA Processes, Detection of known Signals. (6) Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals – K. Sam Shanmugan & A. M. Breipohi. Module - 7: Mean Square Error Filtering/Estimation, Optimal Filters, Weiner Filter and Kalman Filter, Spectral Estimation, Estimating a random variable with a constant, stored data wiener filter, Real Time wiener filter. (6) Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals – K. Sam Shanmugan & A. M. Breipohi.
