SMU / School of Engineering / Electrical Engineering Dept / Tom Chen home
| Description: | This is an introductory course on probability and stochastic processes with example applications in engineering problems related to communications, signal processing, and networking. Although this course is an introduction, a previous course in basic probability or statistics is required (EE 3360 or equivalent). Covered topics include probability theory, random variables, expectations, stochastic processes, time series, autocorrelation, Markov processes, statistical estimation, and basic concepts of queueing theory. Use of R or Matlab software is encouraged in homework. As time permits, advanced topics such as decision theory, classification, or stochastic calculus may be introduced. |
| Textboook: | A. Leon-Garcia, Probability and Random Processes for Electrical Engineering, 2nd ed., Addison-Wesley, 1994. Class notes will also be distributed in class. |
| Prerequisites: | For EE 5375: senior standing and EE 3360 Statistical Methods in Electrical Engineering or equivalent. For EE 7375: previous exposure to basic probability or instructor's permission. |
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SMU / School of Engineering / Electrical Engineering Dept / Tom Chen home