ELEC97072 (EE410) Probability and Stochastic ProcessesLecturer(s): Dr Cong Ling Aims
This course provides analytical tools for studying random phenomena in engineering systems. The aims are: To develop the main ideas of probability theory in a systematic way; To study randomlyvarying functions of time, known as stochastic processes or random processes; To demonstrate how to set up probabilistic models for engineering problems.
Learning Outcomes
This core course in probability and random signals ('stochastic processes') prepares students for a wide range of courses in communications, signal processing, control and other areas of engineering in which randomness has an important role.
Syllabus
Random variables, functions of a random variable, two random variables, sequences of random variables, parameter estimation, stochastic processes, power spectrum, minimum meansquare estimation, Markov chains, Poisson processes and martingales
Exam Duration: 3:00hrs Coursework contribution: 15% Term: Autumn Closed or Open Book (end of year exam): Closed Coursework Requirement: Nonassessed problem sheets Oral Exam Required (as final assessment): no Prerequisite module(s): None required Course Homepage: http://learn.imperial.ac.uk Book List: Please see Module Reading list
