431-325 Stochastic Signals and Systems

Credit may not be obtained for both 431-325 Stochastic Signals and Systems and 620-201 Probability

431-221 Fundamentals of Signals and Systems and 431-201 Engineering Analysis A (prior to 2001, 421-204 Engineering Analysis A) and 431-202 Engineering Analysis B (prior to 2001, 421-205 Engineering Analysis B) or equivalent.

This subject builds on the concepts developed in 431-221 Fundamentals of Signals and Systems. It aims to give students basic skills in the modelling and analysis of stochastic signals and systems for the analysis and design of modern telecommunication systems and control systems.

Topics include basic concepts: introduction to probability concepts; discrete and continuous random variables, and their distributional properties and moments; transformation of random variables; random signals in communications: random processes; stationarity; models of stochastic signals used in communications system analysis, including Gaussian processes, signal spectra and power spectral density; linear communication and control systems with stochastic inputs; communication network models; basic queueing models of circuit-switched and packet-switched networks using Markov chains; and simulation of communication systems, simulation of random variables used in communication systems.

One written examination not exceeding three hours, practice classes, tests, assignments and project reports, not exceeding 20 pages. Students will be notified of the weighting of assessment components at the beginning of the semester.