This document provides information about the Probability and Random Process course offered by the Department of Electrical & Computer Engineering at Wachemo University. The course aims to help students comprehend probability theory, understand stochastic processes and their application to electrical engineering. It is a compulsory 5 ECTS credit course offered in the second semester of the second year to BSc ECE students. Assessment includes exams, quizzes, assignments and simulations.
This document provides information about the Probability and Random Process course offered by the Department of Electrical & Computer Engineering at Wachemo University. The course aims to help students comprehend probability theory, understand stochastic processes and their application to electrical engineering. It is a compulsory 5 ECTS credit course offered in the second semester of the second year to BSc ECE students. Assessment includes exams, quizzes, assignments and simulations.
Course Title Probability and Random Process Degree Program B. Sc in Electrical and Computer Engineering Module Name Advanced Engineering Mathematics Module Code ECEg-M2101 Module Coordinator Xx Lecturer Xx ECTS Credits 5 Contact Hours 2 Lecture 2 Tutorial 3 Practice or 0 Home study 3 Laboratory
Course Objectives & Competences to be Acquired
On successful completion of this course the students will be able to: ✓ Comprehend probability theory ✓ Understand functions, calculus and transformation of stochastic processes ✓ Specify stochastic processes as models ✓ Use stochastic processes to Electrical Engineering applications. Course Description/Course Contents
1. Introduction to probability theory: including discrete and continuous random variables
2. Random variables and random distribution. 3. Discrete and continuous density functions; probabilityfunctions, calculus and transformation of stochastic processes, characterization and specification of stochastic processes as models of signal ensembles; 4. Stationery and Ergodicity: correlation and power spectral desnsity; the Wiener, Poission, Markoff and Gaussian, Rayleigh process; orthogonal series and representation. 5. Representation of random processes: Random processes, Random process in linear systems, application of random process, 6. Power Spectral Estimation and Stochastic Filter Design Pre-requisites None Semester Year II, Semester II Status of Course Compulsory Teaching & Learning Methods Lectures, tutorials, assignments and simulations Assessment/Evaluation & Grading System Exams, Quiz’s, Assignments and simulation Attendance Requirements A student must attend at least 85 % of the classes Reference [1] R.B.Ash & W.A. Gardner; Topics in Stochastic Processes- Wiley [2] H.Stark & J.W Woods; probability and Random processes and estimation theory for engineer(2/e)-PHI [3] E.Wong & B.Hajek: Stochastic processes in Engineering systems-Springer Verlag. [4] E.Wong: Introduction to Random Processes- Springer Verlag. [5] Kenneth H.Rosen: Discrete Mathematics and its Applications-McGraw-Hill. [6] Ochi.M.K. Applied probability ans Stochastic processes, John Wiley & Sons (1992). [7] Peebles JR.,P.Z., Probability Random Variables and Random Signal principles, McGraw Hill Inc., (1993)