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.