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 |
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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:59人 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1071EE5041_ |
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 |
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課程目標 |
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課程要求 |
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預期每週課後學習時數 |
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Office Hours |
另約時間 備註: Available upon request. |
指定閱讀 |
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參考書目 |
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評量方式 (僅供參考) |
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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 |
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