教學大綱與進度
課程基本資料:
學年期
課號
課程名稱
階段
學分
時數
修
教師
班級
人
撤
備註
102-1
180508
隨機信號與系統
1
3.0
3
★
吳和庭
四資四
9
0
教學大綱與進度:
教師姓名
吳和庭
Email
htwu@ntut.edu.tw
最後更新時間
2013-08-27 10:18:48
課程大綱
本課程包含機率與隨機程序的基礎原理,如機率量測,隨機變數,大數法則,隨機程序,穩態隨機程序及其特性。本門課程為研究所在通訊及訊號處理領域之基本課程。
課程進度
Course Website: http://www.ntut.edu.tw/~htwu/courses/Fall2013RP/Fall2013RP.htm Week 1. Reviews of Probability Concepts Week 2. (Single and Multiple) Random Variables Week 3. Sequential Events, Conditional Probability and Conditional Expectation Week 4. Functions of Random Variables; Sums of Random Variables Week 5. Moment Generating Functions, Central Limit Theorem and its Applications Week 6. Midterm 1; Sample Mean Week 7. Point Estimates of the Model Parameter; Confidence Intervals Week 8. Significance Testing Week 9. Binary and Multiple Hypothesis Testing Week 10. Estimation of Random Variables; Optimal Estimation Week 11. MAP and ML Estimation Week 12. Miderm 2; Definitions and Types of Random Processes Week 13. The Poisson Process; The Brownian Process Week 14. Stationary and Wide Sense Stationary Random Processes Week 15. Linear Filtering of Random Processes Week 16. Linear Prediction of Random Processes Week 17. Power Spectral Density of Random Processes Week 18. Final Exam
評量方式與標準
1. Homeworks + Class Participation 25% 2. Two Mid Terms 25%*2=50% 3. Final Exam. 25%
使用教材、參考書目或其他
【遵守智慧財產權觀念,請使用正版教科書,不得使用非法影印教科書】
使用外文原文書:
Prerequisites: Probability, Transform Theory Textbook: Yates and Goodman, “Probability and Stochastic Processes,” 2nd Ed., John Wiley & Sons, 2005. References: 1. Leon-Garcia, “Probability and Random Processes for Electrical Engineering,” 2nd ed., Addison-Wesley, 1994. 2. Childers, “Probability and Random Processes”, Irwin, 1997. 3. Papoulis and Pillai, “Probability, Random Variables, and Stochastic Processes,” 4th ed., Mc-Graw-Hill, 2002. 4. Stark and Woods, “Probability and Random Processes with application to Signal Processes”, 3rd ed., Prentice Hall, 2002. 5. Ross, “Introduction to Probability Models”, 7th ed., Academic Press, 2000. 6. Ghahramani, “Fundamentals of Probability with Stochastic Processes”, 3rd ed., Prentice Hall, 2005. 7. Bhat and Miller, “Elements and Applied Stochastic Processes”, 3rd ed., 2002. 8. Ross, “A First Course in Probability”, 6th ed., Prentice -Hall, 2002
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