ELEC70048 Probability and Stochastic Processes
Lecturer(s): Dr Cong Ling
This module provides analytical tools for studying random phenomena appearing in engineering systems. In this module, you will learn the foundation of probability theory, you will study randomly-varying functions of time, known as stochastic processes or random processes. You will learn to use probabilistic models to analyse and evaluate complex engineering systems.
By the end of this module you will be able to (1) evaluate the performance of a system using key concepts of probability and random variables, (2) derive the probability density function of a function of a random variable or random variables, (3) model an engineering problem using random signals ('stochastic processes') and Markov chains, (4) anayse random phenomena (signals and noise) in electrical engineering
Random variables; Functions of a random variable; Two random variables; Sequences of random variables; Parameter estimation; Stochastic processes; Power spectrum; Minimum mean-square estimation; Markov chains; Poisson processes and martingales.
Exam Duration: 3:00hrs
Coursework contribution: 15%
Closed or Open Book (end of year exam): Closed
Non-assessed problem sheets
Oral Exam Required (as final assessment): no
Prerequisite module(s): None required
Course Homepage: http://learn.imperial.ac.uk
Please see Module Reading list