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Syllabus for

Academic year
TMS115 - Probability and stochastic processes
 
Owner: EMAST
4,0 Credits (ECTS 6)
Grading: TH - Five, Four, Three, Not passed
Level: B
Department: 11 - MATHEMATICAL SCIENCES


Teaching language: English

Course module   Credit distribution   Examination dates
Sp1 Sp2 Sp3 Sp4 No Sp
0101 Examination 4,0 c Grading: TH   4,0 c   27 Oct 2006 pm V,  19 Jan 2007 pm V,  29 Aug 2007 pm V

In programs

EMAST MSc PROGR. IN DIGITAL COMMUNICATION SYSTEMS AND TECHNOLOGY, Year 1 (compulsory)

Examiner:

Bitr professor  Rossitza Dodunekova



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Eligibility:

For single subject courses within Chalmers programmes the same eligibility requirements apply, as to the programme(s) that the course is part of.

Course specific prerequisites

Mathematical statistics, probabilities.

Aim

The aim of the course is to provide the student with the fundamental tools for characterizing and performing basic calculations on signals containing random variations and to solve fundamental optimization problems for these.

Content

In probability theory mathematical models for random phenomena are treated. However, in many of these situations the observed values are often functions of some variable, often time. Mathematical models for such phenomena are studied in the theory of random processes.
In the field of electrical engineering the applications are most often stationary random processes which is to say that some basic characteristics of the process are time independent. These applications constitute the main part of the course. The characteristics of such processes are studied and applied to electrotechnical problems in combination with detectors, filters, pulsed systems etc.
Some theory for parameter estimations from measurements is also studied.

Literature

A. Leon-Garcia: Probability and Random Processes for Electrical Engineers, Addison-Wesley.

Examination

Written examination.


Page manager Published: Mon 28 Nov 2016.