ELEC97073 (EE9-FPN2-02) Probability and Stochastic Processes
Lecturer(s): Dr Cong Ling
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.
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.
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