課程名稱 |
隨機程序及應用 Stochastic Processes and Applications |
開課學期 |
109-1 |
授課對象 |
電機資訊學院 生醫電子與資訊學研究所 |
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 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1091EE5041_SPA |
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 |
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. The course consists of lectures organized in class notes. |
課程要求 |
Prerequisite: Probability and Statistics.
Grading Policy: There are two midterm exams and one final exam. The grading policy is "Midterm 1: 30%; Midterm 2: 30%; Final: 40%". |
預期每週課後學習時數 |
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Office Hours |
另約時間 備註: 1:00pm-2:00pm, every Friday |
指定閱讀 |
A. Papoulis and S.U. Pillai, Probability, Random Variables, and Stochastic Processes, fourth edition, McGraw-Hill, 2002. |
參考書目 |
Textbook: There is no textbook. The course consists of lectures organized in class notes.
Reference: The class notes are organized from the content of 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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週次 |
日期 |
單元主題 |
第1週 |
9/18 |
Review of Random Variables |
第2週 |
9/25 |
Review of Random Variables |
第3週 |
10/02 |
Introduction to Random Processes: General Concepts and Spectral Analysis |
第4週 |
10/09 |
Introduction to Random Processes: General Concepts and Spectral Analysis |
第5週 |
10/16 |
Introduction to Random Processes: General Concepts and Spectral Analysis |
第6週 |
10/23 |
First Midterm + Gaussian Random Vectors and Gaussian Random Processes |
第7週 |
10/30 |
Gaussian Random Vectors and Gaussian Random Processes |
第8週 |
11/06 |
Gaussian Random Vectors and Gaussian Random Processes |
第9週 |
11/13 |
Signal Representation -- Karhunen-Love Expansion |
第10週 |
11/20 |
Narrowband Processes and Bandpass System |
第11週 |
11/27 |
Narrowband Processes and Bandpass System |
第12週 |
12/04 |
Second Midterm + Poisson Processes |
第13週 |
12/11 |
Poisson Processes |
第14週 |
12/18 |
Markov Processes and Markov Chains |
第15週 |
12/25 |
Markov Processes and Markov Chains |
第16週 |
1/01 |
Queuing Systems |
第17週 |
1/08 |
Random Walk Processes and Brownian Motion Processes |
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