Subject Details
Dept     : ECE
Sem      : 4
Regul    : R2019
Faculty : Sathya .S
phone  : NIL
E-mail  : sathyas.snsctmaths@gmail.com
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Syllabus

UNIT
1
RANDOM VARIABLE AND PROBABILITY DISTRIBUTIONS

Discrete and Continuous Random Variables – Moments – Moment generating functions–Binomial, Poisson, Exponential and Normal distributions.

UNIT
2
TWO DIMENSIONAL RANDOM VARIABLES

Joint distributions – Marginal and conditional distributions – Covariance – Correlation and Regression.

UNIT
3
CLASSIFICATION OF RANDOM PROCESSES

Random Process – Stationary Process - Wide-sense stationary and Ergodic processes - Markov process – Markov Chain- Poisson Process.

UNIT
4
CORRELATION AND SPECTRAL DENSITIES

Auto correlation - Cross correlation - Properties – Power spectral density – Cross spectral density – Properties-Wiener-Khintchine relation.

UNIT
5
LINEAR SYSTEMS WITH RANDOM INPUTS

Linear time invariant system- System transfer function –Linear system with random inputs –Auto correlation and Cross correlation functions of input and output.

Reference Book:

1.Cooper. G.R.andMcGillem. C.D., "Probabilistic Methods of Signal and System Analysis", 3rd Indian Edition, Oxford University Press, New Delhi, 2012. (UNIT-I,II,III,IV,V) 2.Yates. R.D. and Goodman.D.J., "Probability and Stochastic Processes", 2nd Edition, Wiley India Pvt. Ltd., Bangalore, 2012. (UNIT-I,II,III) 3. Leon-Garcia, A, “Probability and Random Processes for Electrical Engineering”, Pearson Education Asia, Second Edition, 2007. (UNIT-I,II,III,IV) 4. Scott Miller and Donald Childers, "Probability and Random Processes", 2nd Edition, Elsevier, 2012. (UNIT-I,II,III,IV,V) 5. Herrry Sark and John Woods, "Probability Statistics and Random Processes for Engineers", 4 th Edition, Pearson, 2012. (UNIT-I,II,III,IV,V)

Text Book:

1.Oliver C. Ibe, “Fundamentals of Applied probability and Random processes”, Elsevier, First Indian Reprint (2014) (UNIT-I,II,III). 2. Peebles Jr. P.Z., “Probability Random Variables and Random Signal Principles”, TataMcGraw-Hill Publishers, Fourth Edition, New Delhi, 2002. (UNIT-III,IV,V).

 

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