Subject Details
Dept     : ECE
Sem      : 4
Regul    : 19MAT203
Faculty : Sunantha .D
phone  : NIL
E-mail  : sunantha.d.math@snsct.org
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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 and Mc Gillem. C.D., "Probabilistic Methods of Signal and System Analysis", 3rd Indian Edition, Oxford University Press, New Delhi, 2012. 2 Yates. R.D. and Goodman. D.J., "Probability and Stochastic Processes", 2nd Edition, Wiley India Pvt. Ltd., Bangalore, 2012. 3 Leon-Garcia, A, “Probability and Random Processes for Electrical Engineering”, Pearson Education Asia, Second Edition, 2007. 4 Scott Miller and Donald Childers, "Probability and Random Processes", 2nd Edition, Elsevier, 2012. 5 Herry Sark and John Woods, "Probability Statistics and Random Processes for Engineers", 4th Edition, Pearson, 2012.

Text Book:

1 Oliver C. Ibe, “Fundamentals of Applied probability and Random processes”, Elsevier, First Indian Reprint 2014. 2. Peebles Jr. P.Z., “Probability Random Variables and Random Signal Principles”, Tata McGraw-Hill Publishers, Fourth Edition, New Delhi, 2002.

 

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