Stochastic Processes - 105 Academic Year
本課程是由 國立陽明交通大學電機工程學系 提供。
This course intends to provide students with the necessary (fundamental and advanced) background on random processes.
Textbook：Athanasios Papoulis & S. Unnikrishna Pillai, Probability, Random Variables and Stochastic Processes. Fourth edition, Mc Graw Hill, 2002.
For perfect learning results, please buy textbooks!
| Instructor(s) | College of Electrical and Computer Engineering Prof. Po-Ning Chen |
|---|---|
| Course Credits | 3 Credits |
| Academic Year | 105 Academic Year |
| Level | Graduate Student |
| Prior Knowledge | None |
| Related Resources | Course Video Course Syllabus Course Calendar Course Handout |
課程目標
The course aims to provide the fundamentals of discrete time signal processing.
課程章節
| 章節 | 章節內容 |
| Chapter 9: General Concepts | 9-1 Definitions 9-2 Systems with Stochastic Inputs 9-3 The Power Spectrum 9-4 Discrete-Time Processes |
| Chapter 10: Random Walks and Other Applications | 10-3 Modulation 10-4 Cyclostationary Processes 10-5 Bandlimited Processes and Sampling Theory 10-6 Deterministic Signals in Noise Appendix 10A The Poisson Sum Formula |
| Chapter 11: Spectral Representation | 11-1 Factorization and Innovations 11-2 Finite-Order Systems and State Variables 11-3 Fourier Series and Karhunen-Lo´eve Expansions 11-4 Spectral Representation of Random Processes |
| Chapter 12: Spectrum Estimation | 12-1 Ergodicity 12-2 Spectrum Estimation |
| Chapter 13: Mean Square Estimation | 13-1 Introduction 13-2 Prediction (Partially, 12-3 Lattice Filters and Levinson’s Algorithm) |
課程書目
Athanasios Papoulis & S. Unnikrishna Pillai, Probability, Random Variables and Stochastic Processes. Fourth edition, Mc Graw Hill, 2002.
評分標準
| 項目 | 百分比 |
| three quizzes | 25% |
| two midterm exam | 50% |
| final exam | 25% |
本課程行事曆提供課程進度與考試資訊參考。
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COURSE
選單
