Syllabus for |
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| TMS115 - Probability and stochastic processes |
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| Owner: EMAST |
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4,0 Credits (ECTS 6) |
| Grading: TH - Five, Four, Three, Not passed |
| Level: B |
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Department: 11 - MATHEMATICAL SCIENCES
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Teaching language: English
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Credit distribution |
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Examination dates |
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Sp1 |
Sp2 |
Sp3 |
Sp4 |
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No Sp |
| 0101 |
Examination |
4,0 c |
Grading: TH |
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4,0 c
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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
Go to Course Homepage
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.