課程名稱 |
隨機信號和系統 STOCHASTIC SIGNALS AND SYSTEMS |
開課學期 |
98-1 |
授課對象 |
電機資訊學院 電機工程學研究所 |
授課教師 |
李枝宏 |
課號 |
EE5024 |
課程識別碼 |
921 U1050 |
班次 |
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學分 |
3 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期二6,7,8(13:20~16:20) |
上課地點 |
電二225 |
備註 |
總人數上限:30人 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/981921_U1050 |
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 |
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 |
I. Probability and Random Variables
a) Transformations and Operations on Random Variables
b) Vector Random Variables and Sequence of Random Variables.
c) Minimum Mean-Square Estimation, the Orthogonality Principles
d) The Multivariate Distribution.
II. Random Processes and Spectral Analysis
a) Stationary Concepts, Correlation Functions.
b) Time Averages, Ergodicity.
c) Correlation Functions and Power Spectrum of Stationary Processes.
d) Noise Mechanisms, the Gaussian and Poisson Processes.
e) Representations of Random Processes, Orthogonal Expansions.
III. Transformations and Operations on Random Processes
a) Linear Systems with Random Inputs.
b) Representation and Processing of Narrowband Random Processes.
c) Finite-State Linear Systems Driven by White Noise.
IV. Optimum Linear Systems
a) The Formulation of Optimum Systems.
b) Optimum Linear Systems that Maximize Signal-to-Noise Ratio.
c) The Orthogonality Principles in Linear Mean-Square Estimation.
d) Least Mean-Square Error Filtering, Estimation, Prediction, and the Wiener Filter Theory.
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課程目標 |
本課程之目標為提供學生必須具備之理論基礎以瞭解隨機信號之特性以及處理隨機信號之最佳線性系統之設計理論. |
課程要求 |
成績評定: Homeworks (10%), Midterm Exam. (45%), and Final Exam (45%).
預修課程: Probability and Statistics. (2) Signals and Systems are the requisitions for taking the course.
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預期每週課後學習時數 |
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Office Hours |
另約時間 |
指定閱讀 |
(1) Saeed Ghahranani, Fundamentals of Probability, 3rd Edition
Prentice-Hall, 2005.
(2) H. Stark and J. W. Woods, Probability and Random Processes with Applications to Signal Processing, 3rd Edition
Prentice-Hall, 2002.
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參考書目 |
教科書: Peyton Z. Peebles, Jr., PROBABILITY, RANDOM VARIABLES AND RANDOM SIGNAL PRINCIPLES , Fourth Edition, McGraw-Hill, 2001. |
評量方式 (僅供參考) |
No. |
項目 |
百分比 |
說明 |
1. |
報告 |
0% |
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2. |
作業 |
10% |
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3. |
隨堂測驗 |
0% |
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4. |
期末考 |
45% |
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5. |
期中考 |
45% |
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