Modeling Stochastic Engineering Systems
Textbook: Alberto Leon-Garcia, Probability and Random Processes for
Electrical Engineering, Addison Wesley, 2nd Edition, 1994.
References: A. Papoulis and S. Pillai, Probability, Random Variables, and
Stochastic Processes, McGraw-Hill, New York, 4th Edition, 2002.
P. Peebles, Probability, Random Variables, and Random Signal Principles, McGraw-Hill, New York, 4th Edition, 2001.
Course Objectives: The main objectives of this course are to introduce students to the basic concepts of probability theory that are required to understand probability and stochastic models used in electrical and computer engineering, and to present some of the basic techniques required to develop probability and stochastic models.
Topics: Concepts of probability and random variables, reliability, lifetime, failure rate; Functions of random variables; Multiple random variables; Stochastic processes; Ergodicity and stationarity of random processes; Correlations functions; Analysis and processing of random signals; Time series models and parameter estimation; Various applications in engineering systems
Evaluation
This course includes a project where the students are asked to identify and formulate an engineering problem, and to propose the appropriate solution using the tools covered in this course. The students are also asked to use the Web to obtain information related to their proposed term-project and to use modern software packages such as MATLAB to analyze and simulate their final term-project designs. The grading system applied in this course is as follows:
10% Homework
20% Project
30% Two Mid-Term Exams:
1st Mid-Term Exam: Monday 30-11-1428H
2nd Mid-Term Exam: Monday 05-01-1429H
40% Final Exam
Preparer: Prof S. A. Alshebeili
Last Revision: September 1, 2007.