EE9-CS5-1 Probability and Stochastic ProcessesLecturer(s): Dr Moez Draief
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.
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.
Axiomatic basis of probability theory. Conditional probability, independence. Random variables and probability distributions. Expectation, moments. Conditional expectations. Markov chains.
Coursework contribution: 15%
Closed or Open Book (end of year exam): Closed
Non-assessed problem sheets
Oral Exam Required (as final assessment): no
Prerequisite: None required
Course Homepage: http://learn.imperial.ac.uk