課程名稱 |
隨機程序及應用 Stochastic Processes and Applications |
開課學期 |
112-1 |
授課對象 |
電機資訊學院 電機工程學研究所 |
授課教師 |
鐘嘉德 |
課號 |
EE5041 |
課程識別碼 |
921EU1890 |
班次 |
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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: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 |
課程大綱
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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/~r11942048/
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) |
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. |
課程要求 |
Prerequisite: Probability and Statistics.
Grading Policy: There will be four quizs, one midterm exam, and one final exam, all in classroom. The grading policy is "Quizs: 20%; Midterm: 40% ; Final: 40%". The letter grade will converted from number grade as the semester grade at the end of semester. |
預期每週課後學習時數 |
3 hours. |
Office Hours |
另約時間 備註: Available upon request. |
指定閱讀 |
None. |
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. |
評量方式 (僅供參考) |
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針對學生困難提供學生調整方式 |
上課形式 |
以錄影輔助 |
作業繳交方式 |
學生與授課老師協議改以其他形式呈現 |
考試形式 |
延後期末考試日期(時間) |
其他 |
由師生雙方議定 |
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週次 |
日期 |
單元主題 |
第1週 |
9/08 |
Review of Random Variables |
第2週 |
9/15 |
Introduction to Random Processes |
第3週 |
9/22 |
Introduction to Random Processes |
第4週 |
9/29 |
Introduction to Random Processes |
第5週 |
10/06 |
Real-Valued Gaussian Random Vectors and Real-Valued Gaussian Random Processes |
第6週 |
10/13 |
Karhunen-Love Representation |
第7週 |
10/20 |
Narrowband Processes and Bandpass Systems |
第8週 |
10/27 |
Midterm Exam |
第9週 |
11/03 |
Narrowband Processes and Bandpass Systems |
第10週 |
11/10 |
Poisson Processes |
第11週 |
11/17 |
Poisson Processes |
第12週 |
11/24 |
Markov Processes and Markov Chains |
第13週 |
12/01 |
Markov Processes and Markov Chains |
第14週 |
12/08 |
Queuing Systems |
第15週 |
12/15 |
Random Walk Processes and Brownian Motion Processes |
第16週 |
12/22 |
Final Exam |
第17週 |
12/29 |
Final and Term Grade Announcement |
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