Probability and Random Processes - IKIU

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1 Probability and Random Processes Instructor: Abbas Taherpour Office: ECE 225 2 References q 1- Probability , Statistics, and Random Processes for Electrical Engineering (Third Edition), by Albero Leon-Garcia, Pearson-Prentice Hall, 2008. q 2 - Probability , Random Variables, and Stochastic Processes (4th edition), by Athanasios Papoulis, S. Unnikrishna Pillai, McGraw-Hill, 2002. q 3- Intuitive Probability and Random Processes using MATLAB, by Steven M. Kay, Kluwer Academic Publishing, 2006. q 4- Probability and Random Processes with Applications to Signal Processing, by Henry Stark and John Woods, Prentice Hall, Third Edition, 2002. q 5- Probability and Random Processes , by Grimmett and Stirzaker, Oxford University Press, Third Edition, 2001. 3 Course Outline q Review Probability q Vector of Random variables q Estimation q LLN and CLT q Random Processes q Stochastic signal processing q Markov chains and other typical Random Processes q Filtering, smoothing and prediction q q 3.

2 References ! 1- Probability, Statistics, and Random Processes for Electrical Engineering (Third Edition), by Albero Leon-Garcia, Pearson-Prentice Hall, 2008.

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