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CHP00

The document outlines a course on random variables and stochastic processes. It covers key topics like probability, random variables, normal distributions, and random processes. It also includes information on textbooks, marks distribution, and course requirements.

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SUNRISE GRAMMAR SCHOOL SAMBRIAL
Copyright
© © All Rights Reserved
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49 views23 pages

CHP00

The document outlines a course on random variables and stochastic processes. It covers key topics like probability, random variables, normal distributions, and random processes. It also includes information on textbooks, marks distribution, and course requirements.

Uploaded by

SUNRISE GRAMMAR SCHOOL SAMBRIAL
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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1

“IMAGINATION IS
MORE IMPORTANT
THAN KNOWLEDGE”.
(Albert Einstein)
2
“Simple can be harder than
complex: You have to work
hard to get your thinking
clean to make it simple.”
- Steve Jobs
3
CONTENTS:

 Course Outline
EE-5003: RANDOM VARIABLES AND STOCHACTIC PROCESSES

 Books

 Marks Distribution
4
COURSE
OUTLINE
5
Course Outline :
o Introduction to Sample Space and Probability
 Conditional Probability
 Baye’s Rule
o Random Variables
 Distribution Function
 Probability Density Function
 Conditional Distribution and PDF
 Transformation of a Random Variable
 Moments

6
Course Outline :
o Multidimensional RVs
 Joint Distribution and Density
 Independent Random Variables
 Expected Values and Moments
 Independence and Correlation
 Transformation of Random Variables
 Characteristic Functions

7
Course Outline :
o Normal RV
 Normal PDF
 Normal Distribution
 Transformation of Normal RV
 Generating a Normal RV in MATLAB?
 Sum of Independent Normal Variables
 Jointly Normal Variables

8
Course Outline :
o Other Important RVs
 Lognormal Random Variable
 Rayleigh Random Variable
 Rician Random Variable
 Exponential Random Variable
 Variables Related with Exponential Variable
o Laplacian Random Variable
o Gamma and Erlang’s Random Variables
o Weibull Random Variable
 Bernoulli and Binomial Random Variables
 Poisson Random Variable
 Geometric Random Variable 9
Course Outline :
o Random Processes (Temporal Characteristics)
 Statistics of Random Processes
o Deterministic Vs Random
o Discrete Vs Continuous
 Stationary Random Processes
 Autocorrelation Function
o Properties of Autocorrelation Function for WSS Processes
 Cross-Correlation Function
o Properties of Cross-Correlation Function for Jointly WSS Processes
o Cross-Covariance
 Ergodic Processes
o Autocorrelation and Cross-Correlation Ergodic Processes
10
Course Outline :
o Spectral Characteristics of Random
Processes
 Power Spectral Density
o How to Apply the Fourier Transformation to Random Signals?
o PSD and Autocorrelation Function
o Properties of PSD
 Classification of Processes
o Low-Pass, Band-Pass, Band-Limited, and Narrow-Band Processes
o White and Colored Processes
o Nonzero Mean Process
o Random Sinusoidal Process
o Bandwidth of Random Process
11
Course Outline :
o Spectral Characteristics of Random
Processes
 Cross-Power Spectrum
o Properties of X-PSD
 Operation of Processes
o Sum of Random Processes
o Multiplication of Random Process with a Sinusoidal Signal
o Filtering of Random Process

12
BOOKS
13
Course Text Book-1 :

14
Course Text Book-2 :

15
Some Good Reference Books :

16
MARKS
DISTRIBUTION
17
Marks Distribution of Course:

18
Marks Distribution of Course:
END SEMESTER EXAM 40%
MID SEMESTER EXA 20%
QUIZZES 20%
COURSE PROJECT / 20%
CASE STUDY
ASSIGNMENTS (NON-CREDIT) 0%
19
Marks Distribution of COURSE PROJECT:
TOPIC APPROVAL PPT (WEEK-3) (02 Marks)
OBJECTIVE IS TO JUSTIFY THE TOPIC AND TO EXPLAIN WHAT YOU’RE GOING TO
DO.

MID PRESENTATION (WEEK-9) (05 Marks)


OBJECTIVE IS TO SHOW YOUR PROGRESS SO FAR.

FINAL PRESENTATION (WEEK-17)


10-MIN PRESETATION,
REPORT ON PRESCRIBED TEMPLATE, (05 + 03 + 05 Marks)
IMPROVED RESULTS / PAPER WRITING 20
Attendance Requirements :

21
MATLAB-BASED HOME WORKS

22
PhD Students :
 Additional assignments.
 Research paper submission.

23

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