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Course Detail

Degree
Standard Academic Year
Course delivery methods
face-to-face
Subject
Mathematical sciences
Program
School
College of Electrical Engineering & Computer Science
Department
Campus
Classroom
Course Offering Year
Course Offering Month
September - November
Weekday and Period
Friday 789
Capacity
Credits
3
Language
English
Course Number
EE5041

Stochastic Processes and Applications National Taiwan University

Course Overview

1. Review of Random Variables (Papoulis, Chaps. 1-7, and class note) 2. Introduction to Random Processes: General Concepts and Spectral Analysis (Papoulis, Chap. 9, and class note) 3. Gaussian Random Vectors and Gaussian Random Processes (Larson & Shubert, class note) 4. Signal Representation -- Karhunen-Love Expansion (Papoulis, Chap. 11, and class note) 5. Narrowband Processes and Bandpass Systems (Davenport and Root, and class note) 6. Poisson Processes (Larson & Shubert, Leon-Garcia, and class note) 7. Markov Processes and Markov Chains (Larson & Shubert, Leon-Garcia, and class note) 8. Queuing Systems (Leon-Garcia) 9. Random Walk Processes and Brownian Motion Processes (Leon-Garcia)

Learning Achievement

The purpose of this course is to provide students with a solid and pertinent mathematical background for thoroughly understanding digital communications and communication networks. It is a prerequisite for advanced study of numerous communication applications, including wireless communications, mobile communications, communication networks, spread spectrum communications, satellite communications, optical communications, radar and sonar signal processing, signal synchronization, etc. The students majoring in communications and networks are strongly recommended to take this course. The course consists of lectures organized in class notes.

Competence

Course prerequisites

Prerequisite: Probability and Statistics. Grading Policy: There will be six homeworks, one every three weeks, one midterm exam, and one final exam. The grading policy is "Homeworks: 30%; Midterm: 35%; Final: 35%".

Grading Philosophy

Course schedule

Course type

Online Course Requirement

Instructor

CHAR-DIR CHUNG

Other information

Site for Inquiry

Please inquire about the courses at the address below.