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; simulation of random variables; sums of random variables and central limit theorem; 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; poisson process; stimulation of communcation systems.

• ability to apply knowledge of basic science and engineering fundamentals

• ability to communicate effectively, not only with engineers but also with the community at large

• in-depth technical competence in at least one engineering discipline

• ability to undertake problem identification, formulation and solution

• ability to utilise a systems approach to design and operational performance

• ability to function effectively as an individual and in multi-disciplinary and multi-cultural teams, with the capacity to be a leader or manager as well as an effective team member

• expectation of the need to undertake lifelong learning, capacity to do so

• capacity for independent critical thought, rational inquiry and self-directed learning

• intellectual curiosity and creativity, including understanding of the philosophical and methodological bases of research activity

• openness to new ideas and unconventional critiques of received wisdom

• profound respect for truth and intellectual integrity, and for the ethics of scholarship

Assessment: continuous assessment of written assignments, consisting of problem-solving exercises (10%), and computer laboratory simulations (20%), with reports not exceeding 6000 words. A mid-semester class test of one hour duration (10%). A final 3-hour exam (60%). In addition, students are required to pass the final exam, in order to pass the subject as a whole.