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課程名稱 |
隨機程序及應用
Stochastic Processes and Applications |
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開課學期 |
111-1 |
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授課對象 |
電機資訊學院 電機工程學研究所 |
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授課教師 |
鐘嘉德 |
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課號 |
EE5041 |
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課程識別碼 |
921EU1890 |
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班次 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期五7,8,9(14:20~17:20) |
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上課地點 |
博理114 |
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備註 |
本課程以英語授課。
總人數上限：50人 |
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課程簡介影片 |
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核心能力關聯 |
本課程尚未建立核心能力關連 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
A. We create another course webpage for information and announcement. Please access the webpage through the link http://homepage.ntu.edu.tw/~r10942125/
B. The lectures in this semester are provided on line as well as in the classroom. Please attend the lectures during 2:20pm-5:20pm every Friday through the link https://meet.google.com/rdb-mgen-auo
In case of any change in linkage, students will be notified by email. Students are requested to join the link during 2:10pm-2:20pm every Friday.
C. Lectures are organized in nine parts:
1. Review of Random Variables (Papoulis, Chaps. 1-7, and class note)
2. Introduction to Random Processes: General Concepts and Spectral Analysis (Papoulis, Chap. 9, and class note)
3. Gaussian Random Vectors and Gaussian Random Processes (Larson & Shubert, class note)
4. Signal Representation -- Karhunen-Love Expansion (Papoulis, Chap. 11, and class note)
5. Narrowband Processes and Bandpass Systems (Davenport and Root, and class note)
6. Poisson Processes (Larson & Shubert, Leon-Garcia, and class note)
7. Markov Processes and Markov Chains (Larson & Shubert, Leon-Garcia, and class note)
8. Queuing Systems (Leon-Garcia)
9. Random Walk Processes and Brownian Motion Processes (Leon-Garcia) |
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課程目標 |
The purpose of this course is to provide students with a solid and pertinent mathematical background for thoroughly understanding digital communications and communication networks. It is a prerequisite for advanced study of numerous communication applications, including wireless communications, mobile communications, communication networks, spread spectrum communications, satellite communications, optical communications, radar and sonar signal processing, signal synchronization, etc. The students majoring in communications and networks are strongly recommended to take this course. |
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課程要求 |
Prerequisite: Probability and Statistics.
Grading Policy: There will be two midterm exams and one final exam. The grading policy is "Midterm: 30% each ; Final: 40%". The letter grade will converted from number grade as the semester grade at the end of semester. |
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預期每週課後學習時數 |
Three hours. |
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Office Hours |
另約時間 |
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指定閱讀 |
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參考書目 |
The class notes are organized with most contents quoted from the following references:
1. A. Papoulis and S. U. Pillai, Probability, Random Variables, and Stochastic Processes, fourth edition, McGraw-Hill, 2002.
2. H. Larson and B. Shubert, Probabilistic Models in Engineering Sciences, vols. 1 and 2, Wiley, 1979.
3. W. Davenport and W. Root, An Introduction to the Theory of Random Signals and Noise, McGraw Hill, 1958.
4. L. Sharf, Statistical Signal Processing: Detection, Estimation, and Time Series Analysis, Addison-Wesley, 1990.
5. E. Wong and B. Hajek, Stochastic Processes in Engineering Systems, Springer-Verlag, 1985.
6. A. Leon-Garcia, Probability and Random Processes for Electrical Engineering, Addison-Wesley, 1989. |
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評量方式
(僅供參考) |
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