EE-891

Stochastic Systems

Lecture 1
Background and Introduction

Dr. Muhammad Zeeshan | Assistant Professor | Dept. of Electrical Engg. | NUST College of Electrical & Mechanical Engineering | Pakistan
 About Me

• Academics:
• BSc in Electrical Engineering, UET, Taxila

• MS and PhD in Electrical Engineering (Specialization in Wireless

Communication) from College of EME, NUST

• Research Areas:
• Software Defined Radio

• Physical layer design and synchronization techniques

• SDR Waveform design

• Digital Design of Signal Processing/Communication Systems

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 About Me

• Major Achievements:
• Gold Medalist in both BSc and MS

• Scholarship for NUST MS leading to PhD

• 19 Journal Publications

• 35 International Conference Papers

• Silver Award in APICTA 2012 for the project based on PhD

thesis

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 About Me

• Major Achievements:

• Reviewer:

• IEEE Transactions on Communications

• Wireless Personal Communications

• IEEE Access

• Proposed Next Generation Wideband Waveform for SDR, first

of its kind in Pakistan

• Led the team who has developed an indigenous SDR for Pak
Army

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 About Me

• Experience:

• Assistant Professor at Department of Electrical Engineering,

College of EME, NUST, [March 2016 to present]

• Member Technical Staff at Center for Advanced Research in

Engineering (CARE), Islamabad, [July 2014 to March 2016]

• Senior Design Engineer at Center for Advanced Research in

Engineering (CARE), Islamabad, [July 2010 to June 2014]

• Teaching Assistant at Department of Electrical Engineering,

College of EME, NUST, [Sep 2009 to March 2012]

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 About Me

• At Dept. of Electrical Engg:

• Associate Head of Department
• Supervising
• 1 PhD Thesis, 5 MS Thesis, 1 FYPs

• Supervised (Completed)
• 15 MS Thesis, 8 FYPs

• Head, Cognitive Radio and Wireless Communication

(CoRWiC) Research Group
• Associate Head, Signal Processing and Smart Grid
Communications Research Groups
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Class Introduction

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 Class Rules

• Be Punctual in Class
• Allowed time limit for coming late in each session is 5 mins

• Use of mobile phone/Tablet/Laptop is strictly not allowed

• Any student found using any of the above will not be allowed to
sit in that session

• Any student observed talking with others will be sent out of

the class

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 Class Rules

• Keep your mobiles silent/switched off

• Student whose mobile rings, will be sent out of the class

• Class participation/attention is mandatory

• Question can be asked from any student any time

• Plagiarism in assignments is strictly not allowed

• No marks will be given in this case without listening to any
arguments

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Course Details
 Class Rules

• Class Schedule:

• 3 Hours/Week

• Contact Hours:

• Monday: 0900 – 1300 hrs, Tuesday: 1630 – 1730 hrs

• Email & Course URL:

• [email protected]

• https://sites.google.com/site/rmzshan/courses/ee-891-
stochastic-systems-3

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 Course Contents

• Introduction to Probability Theory [1 week]

• Basic Concepts of Probability Theory [2 weeks]
• Random Variables, CDF, PDF [3 week]
• Multiple Random Variables [3 week]
• Central Limit Theorem [1 week]
• Random Processes [2 week]
• Analysis of Random Processes [2 week]
• Markov Chains [2 week]

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Course Books

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 Course Assessment

Assessment
Exams 1x Midterm and 1x Final
Assignments Minimum 3x Assignments
Midterm: 30-40%
Final Exam: 50-60%
Assignments: 10-20%

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 Think

What is Stochastic System???

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 Stochastic Systems

• Stochastic means Pertaining to Chance

• Stochastic system: Anything random that evolves in time

• Stochastic Systems is an area of systems theory that deals

with dynamic as well as static systems, which can be
characterized by stochastic processes (random processes)

• Now, What is Random Process??

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 Stochastic Systems

• Random Process
• Indexed (time or space) family of random variables
• Collection of random variables

• Now, Random Variable?

• Whose possible values are numerical outcomes of a
random phenomenon
• Which can take on a set of possible different values
(similarly to other mathematical variables), each with an
associated probability

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 Mathematical Models

• A Model is an approximate representation of a physical

situation
• Used instead of experiments
• Mathematical Models are used when the observational
phenomenon has measurable properties
• It is a description of a system using mathematical concepts
and language (equations)
• Based on certain assumptions

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 Deterministic Models

• Provides Exact outcome of the experiment

• Solution of a set of mathematical equations gives the exact
outcome of the experiment
• Examples
• Circuit Theory
• ….??

• Consistency in the outcomes under similar conditions

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 Stochastic Models

• Outcome of the experiment is Unpredictable under similar

conditions
• Deterministic models cannot be used for random
experiments
• Urn Example
• Terminologies
• Outcome
• Sample Space

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 Stochastic Models

• Statistical Regularity
• Relative Frequency
• Probability
• Probability for equiprobable outcomes
• Conditions under which a random experiment is performed,
determine the probabilities of the outcomes of an experiment

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Stochastic Models

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Stochastic Models

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Stochastic Models

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 Stochastic Models

• Relative frequencies are a number b/w ZERO and ONE

• Sum of all the relative frequencies equals ONE
• Events
• Relative frequency of an event is the sum of the relative
frequencies of the associated outcomes
• Theoretically, Probability of an event is its long-term
relative frequency

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 Random Experiment

• An experiment in which the outcome varies in an

unpredictable manner
• It is specified by stating an experimental procedure and a set
of one or more measurements or observations
• Select a ball from an urn containing balls numbered 1 to 50.
Note the number of the ball
• Toss a coin three times and note the number of heads
• Pick two numbers at random between zero and one.
• A block of information is transmitted repeatedly until an error
free block arrives. Count the no. of transmissions required

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 Random Experiment

• Must include unambiguous statement

• For the same procedure, observations may be different
• May involve more than one measurement or observation
• Sequential experiments: Second sub-experiment depends on
the outcome of the first sub-experiment
• Sample Space: The set of all possible results/outcomes
• Sample space consists of sample points/outcomes that
cannot be decomposed and are mutually exclusive

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 Random Experiment

• Types of Sample Space (SS)

• Finite (Discrete)
• Countably infinite (Discrete)
• Uncountably infinite (Continuous)

• SS can be multi-dimensional
• SS can be written as Cartesian product of other sets
• Can impossible outcomes be included in SS??
• Event mostly contains multiple outcomes

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 Random Experiment

• Event is a Subset of SS
• Certain Event: Always occurs
• Null Event: Never occurs
• An event with single outcome is called Elementary Event
• Set Theory Terminologies:
• Union/Intersection (Union-> Any occurs, Inters-> All occur)
• Mutually Exclusive
• Implies (Subset)
• DeMorgan’s Rules

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