EE4-10 Probability and Stochastic Processes
Lecturer(s): Dr Moez DraiefAims:
This course provides analytical tools for studying random phenomena in engineering systems. Special emphasis is given to background requirements for a probabilistic analysis of communications and control systems.
Learning Outcomes:
This core course in probability and random signals ('stochastic processes') prepares students for a wide range of courses in communications, signal processing, control and other areas of engineering in which randomness has an important role.
Syllabus:
Axiomatic basis of probability theory. Conditional probability, independence. Random variables and probability distributions. Expectation, moments. Conditional expectations. Markov chains.
Assessment:
One 3-hour exam in April/May
Coursework contribution: 15%
Term: Autumn
Closed or Open Book (end of year exam): Closed
Coursework Requirement
Non-assessed problem sheets
Oral Exam Required (as final assessment): no
Prerequisite: None required
Course Homepage: http://learn.imperial.ac.uk
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