隨機程序

This course introduces random variables, vectors, sequences and process used to model various engineering problems in the real world. The main goals are to understand how to manipulate large scale random variables and their input and output properties after LTI systems

Probability and Linear Algebra (Students who did not take these two courses are strongly suggested NOT to take this course).

Note: The midterms may be replaced by projects depending on the situation of the pandemic. The class style either on-line or in-class will also depend on the pandemic

Homework: 20% (Some homework requires the use of Matlab) Midterm-I: 25% Midterm-II: 25% Final: 30% Note that the midterm and final are “Closed-book” exams.

Text Book H. Stark and J. W. Woods, Probability, Statistics, and Random Processes for Engineers , 4 th Edt. Prentice Hall, 2012 Reference Books [1] H. Stark and J. W. Woods, Probability and Random Processes with Applications to Signal Processing, Prentice Hall, 2001 [2] A. Papoulis and S. U. Pillai, Probability, Random Variables and Stochastic Process, McGraw-Hill, New York US, 2002 [3] Gilbert Strang, Linear Algebra and Its Applications, Brooks Cole, 2005

地點

Office: EE815

時間

Office Hours: (3GH) 15:30-17:20, Wed., or by appointment

聯絡方式

Phone: x54472