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MAT3004_RANDOM-PROCESS_LT_1.0_1_MAT3004

The document outlines the course MAT3004 on Random Processes, detailing its objectives, outcomes, and module contents. It covers topics such as random variables, correlation, spectral density, Markov processes, and linear systems with random inputs. The course includes various teaching methods and evaluation strategies, along with recommended textbooks and references.

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5 views

MAT3004_RANDOM-PROCESS_LT_1.0_1_MAT3004

The document outlines the course MAT3004 on Random Processes, detailing its objectives, outcomes, and module contents. It covers topics such as random variables, correlation, spectral density, Markov processes, and linear systems with random inputs. The course includes various teaching methods and evaluation strategies, along with recommended textbooks and references.

Uploaded by

yashpahariayp
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Course Code Random Processes Course LT

MAT3004 Type
Credits 3
Course Objectives:
 To discuss the concepts of discrete and continuous random variables and to calculate the
parameters such as mean and variance.
 To apply vector space concepts in random signal processing.
 To classify various types of probability distributions that occurs frequently in communication
and signal processing.
 To associate the concept of strong law of large numbers and the role of Central limit theorem
 in the convergence of the random variables.
 To illustrate the concept of random process in WSS and SSS with the importance of
Ergodicity and its real time applications.
 To estimate the power spectral density for a given random signal.
Course Outcomes:
Student will be able to
 Obtain probability law (distribution) for a set of output random variables.
 Identify a specific distribution to be used for a particular random data.
 Interpret the concept of convergences in random signals from different applications.
 Describe the random signals in terms of its average properties such as average power in the
random signal and its spectral distribution.
 Model and analyze the effect of noise in electronic circuits used in communication systems.
Student Outcomes (SO) : a,b,e,i,k
Module Module Contents Hrs. SO
No.
1 Random Processes 9 a,b,e,i,k

Definition, classification, Mean, Autocorrelation, Autocovariance -


Random Phase Sinusoid, Poisson processes - Sine wave process,
Telegraph Signal, Random Walk, Wiener Process

2 Correlation and Stationarity 9 a,b,e,i,k

First Order stationary-Strict Sense, Wide Sense, Stationary


Increments, auto-covariance function, Cross-correlation and cross-
covariance function- Properties of Auto- and Cross-correlation
Functions-problems- ergodicity of mean -auto-correlation function
and properties.

3 Spectral Density: 9 a,b,e,i,k

Power spectral Density Function - Properties - System in the form of


convolution - Unit Impulse Response of the System –Einstein -
Weiner-Khinchine Relationship - low-pass and band- pass processes,
power and bandwidth calculations. Cross Power Density Spectrum –
Problems- Random processes as inputs to linear time invariant
systems: Gaussian processes as Inputs to LTI systems, white
Gaussian noise.

4 Markov Processes 8 a,b,e,i,k

Renewal Process - Ergodic processes-Markov processes-Discrete


Parameter Markov Chains: Introduction, Computation of n-step
transition probabilities -Chapman - Kolmogorov equation- State
classification – Problems & Applications

5 Linear systems with Random inputs 8 a,b,e,i,j,


k
Linear time invariant system – System transfer function – Linear
system with random inputs – Auto correlation and cross correlation
functions of input and out- Unit impulse response to the system-
Properties –white noise
Guest Lectures by experts on contemporary topics 2
Total Lecture: 45

Mode of Teaching and Learning:

# Class room teaching


# Use of mathematical/Statistical softwares (such as R,MATLAB, MATHEMATICA, SAGE, ETC.)
as teaching aid
Mode of Evaluation and assessment: Digital Assignments, Continuous Assessment Tests,
Final Assessment Test and unannounced open book examinations, quizzes, student’s
portfolio generation and assessment, innovative assessment practices
Text Books:
1. P.Z. Peebles, “Probability, Random Variables and Random Signal Principles”, 4th
edition, Mc-Graw Hill, 2000
2. Papoulis and S.U. Pillai, “Probability, Random Variables and Stochastic Processes”, 4th
Edition, McGraw-Hill, 2002
3 Sophoncles J. Orfanidis, “Optimum Signal processing”, McGraw Hill, New York 1990.

Reference Books:
1. Seymour Lipschutz, “Theory and problems of probability”, Schaums outline series, Mc Graw
Hill, 1987.
2. Hwei Hsu, “Probability, Random variables, Random processes”, Schaums outline series,
McGraw Hill, 2002.

3. John G. Proakis & Dimitris G. Manolakis “Digital Signal Processing”, Pearson Education
(Indian adopted version), 1st Edition, 2006
4 H. Stark and J.W. Woods, “Probability and Random Processes with Applications to Signal
Processing”, Prentice Hall 2002
Recommendation by the Board of Studies on 22-4-2017
Approval by Academic council on 07-09-17
Compiled by Dr.C.Vijayalakshmi & Dr.V.Prabhakar

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