- Last Updated: Wednesday, 01 January 2020 09:31
Course Name: Stochastic Processes
Instructor: Dr. Afrooz Haghbin
Course Meeting Times: 3 Hours / Week
Prerequisites: Probability and Statistics in Engineering.
In this course, we introduce the stochastic processes and the mathematical principles required to discuss them are presented.
1- A Review on Probability and Statistics
2- Fundamentals of Stochastic Processes
3- Power Spectrum of Stochastic Processes
4- Orthogonal Expansion of Stochastic processes
5- Band-limited Stochastic Processes
6- Discrete Time Stochastic Processes
7- Estimation (if time permit)
Midterm Exam 40%
Final Exam 45%
 A. Papoulis, S. U. Pillai, Probability, Random Variables and Stochastic Processes. 4th Edition, McGraw Hill, 2002.
 S. M. Ross, Introduction to Probability Models. 4th Edition, Academic Press, 2003.
 S. M. Ross, Stochastic processes. Wiley, New York, 1996.
 W.B. Davenport, Probability and Random Processes. McGraw Hill, 1970.
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