Subject Details
Dept     : ECE
Sem      : 4
Regul    : 2023
Faculty : Sathya S.
phone  : NIL
E-mail  : sathyas.snsctmaths@gmail.com
117
Page views
27
Files
0
Videos
4
R.Links

Icon
Syllabus

UNIT
1
PROBABILITY AND RANDOM VARIABLES

Axioms of probability - Conditional probability - Total probability - Baye’s theorem- Discrete and continuous random variables – Moments – Moment generating functions and their properties.

UNIT
2
TWO DIMENSIONAL RANDOM VARIABLES

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

UNIT
3
CLASSIFICATION OF RANDOM PROCESSES

Classification – Stationary Process - Wide-sense stationary processes - Markov process – Markov Chain.

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 McGillem. 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. Herrry 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.