隨機過程
Stochastic Processes
| 節 | 週三 |
|---|---|
2 09:00–09:50 | 隨機過程 ED301 3 節連堂 |
3 10:10–11:00 | |
4 11:10–12:00 |
* 根據陽明交大上課時間表所列
1. Learn to formulate a real world problem that involves with time evolution by an appropriate probabilistic model, typically in communications, machine learning, and networking 2. Learn to 1) solve detection/estimation problems that typically contain uncertain factors and 2) analyze the performance of different approaches in probabilistic perspectives 電子研究所希望培育學生具備十項核心能力及三項基本素養(請?官網http://www.ee.nctu.edu.tw首頁之【學術研究】→【IEET】內容。 ※本課程將培育學生具備下述幾項核心能力: 1.1 固態電子或電路系統相關專業知識之能力 1.2 固態電子或電路系統之設計、實驗及分析數據之能力,並具有發掘、分析、獨立解決問題及創新思考的能力 1.4 具跨領域整合之能力 ※本課程將培育學生具備下述幾項基本素養: 1 養成學生具備電子工程基礎與專業知識,並配合實作,達到理論與實務相結合之目的。使學生具備推論、分析、創新及整合能力。
Probability and Linear Algebra
教學講義: 1. All the course materials will be maintained on the new e3 e-campus platform https://e3new.nctu.edu.tw/ 2. We will partly use the excerpts from the book "Stochastic Processes: Theory for Applications", by Prof. Robert Gallager of EECS, MIT, which is downloadable at http://www.rle.mit.edu/rgallager/notes.htm
1. At most two midterm exams and one final exam 2. Several quizzes will be held this semester
| 週次 | 主題 |
|---|---|
| 第 1 週 | Review of Linear Algebra and Probability |
| 第 2 週 | Jointly Gaussian Random Variables (1) |
| 第 3 週 | Jointly Gaussian Random Variables (2) |
| 第 4 週 | Circularly Complex Gaussian Random Variables |
| 第 5 週 | Midterm I |
| 第 6 週 | Fundamentals of Detection Theory |
| 第 7 週 | Fundamentals of Estimation Theory |
| 第 8 週 | Random Sequences (1) |
| 第 9 週 | Random Sequences (2) |
| 第 10 週 | Random Sequences (3) |
| 第 11 週 | Midterm II |
| 第 12 週 | Random Processes |
| 第 13 週 | Random Processes (2) |
| 第 14 週 | Mean Squared Calculus |
| 第 15 週 | Mean Squared Calculs -- KL exapansion |
| 第 16 週 | Signal Processing Applications (1) |
| 第 17 週 | Signal Processing Applications (2) |
Henry Stark and John W. Woods, "Probability, Statistics, and Random processes for Engineers," 4th edition, 2012, Prentice Hall
- 時間
- You can send your questions by email at any time. I typically will respond by email within 24 hours, either with answers to your questions, directions to potential answers, or with a schedule for further online discussions.
- 聯絡方式
- Email: ftchien@nycu.edu.tw Tel: (03) 5712121 ext. 54194