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ELEC97073 (EE9-AML2-01) Probability and Stochastic Processes


Lecturer(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 randomly-varying 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 mean-square estimation, Markov chains, Poisson processes and martingales
Assessment
Exam Duration: 3:00hrs
Coursework contribution: 15%

Term: Autumn

Closed or Open Book (end of year exam): Closed

Coursework Requirement:
         Non-assessed 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