課程資訊
課程名稱
 隨機程序及應用
Stochastic Processes and Applications 
開課學期
 107-1 
授課對象
 電機資訊學院  電信工程學研究所  
授課教師
 鐘嘉德 
課號
 EE5041 
課程識別碼
 921EU1890 
班次
  
學分
 3.0 
全/半年
 半年 
必/選修
 選修 
上課時間
 星期五7,8,9(14:20~17:20) 
上課地點
 博理114 
備註
 本課程以英語授課。
總人數上限：59人 
Ceiba 課程網頁
 http://ceiba.ntu.edu.tw/1071EE5041_ 
課程簡介影片
 
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課程概述

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課程目標
  
課程要求
  
預期每週課後學習時數
  
Office Hours
 另約時間 備註： Available upon request. 
指定閱讀
  
參考書目
  
評量方式
(僅供參考)
    
課程進度
週次
日期
單元主題
Week 1
 9/14  Review of Random Variables (Papoulis, Chaps. 1-7, and class note) 
Week 2
 9/21  Review of Random Variables (Papoulis, Chaps. 1-7, and class note) 
Week 3
 9/28  Introduction to Random Processes: General Concepts and Spectral Analysis (Papoulis, Chap. 9, and class note) 
Week 4
 10/05  Introduction to Random Processes: General Concepts and Spectral Analysis (Papoulis, Chap. 9, and class note) 
Week 5
 10/12  Introduction to Random Processes: General Concepts and Spectral Analysis (Papoulis, Chap. 9, and class note) 
Week 6
 10/19  Introduction to Random Processes: General Concepts and Spectral Analysis (Papoulis, Chap. 9, and class note). Midterm I. 
Week 7
 10/26  Gaussian Random Vectors and Gaussian Random Processes (Larson & Shubert, class note) 
Week 8
 11/02  Gaussian Random Vectors and Gaussian Random Processes (Larson & Shubert, class note) 
Week 9
 11/09  Signal Representation -- Karhunen-Love Expansion (Papoulis, Chap. 11, and class note) 
Week 10
 11/16  Signal Representation -- Karhunen-Love Expansion (Papoulis, Chap. 11, and class note) 
Week 11
 11/23  Narrowband Process and Bandpass Systems (Davenport and Root, and class note) 
Week 12
 11/30  Narrowband Process and Bandpass Systems (Davenport and Root, and class note). Midterm II. 
Week 13
 12/07  Other Random Processes (Poisson Processes, Renewal Processes, Wiener Processes, Markov Processes, etc.) (Leon-Garcia, and class note) 
Week 14
 12/14  Other Random Processes (Poisson Processes, Renewal Processes, Wiener Processes, Markov Processes, etc.) (Leon-Garcia, and class note) 
Week 15
 12/21  Other Random Processes (Poisson Processes, Renewal Processes, Wiener Processes, Markov Processes, etc.) (Leon-Garcia, and class note) 
Week 16
 12/28  Other Random Processes (Poisson Processes, Renewal Processes, Wiener Processes, Markov Processes, etc.) (Leon-Garcia, and class note) 
Week 17
 1/04  Other Random Processes (Poisson Processes, Renewal Processes, Wiener Processes, Markov Processes, etc.) (Leon-Garcia, and class note) 
Week 18
 1/11  Final Exam