BIRLA INSTITUTE OF TECHNOLOGY, RANCHI, INDIA DEPARTMENT OF ELECTRONICS & COMM ENGINEERING

EC 7119 – STOCHASTIC AND RANDOM PROCESSES
Module -1: Random variables, Distribution and density functions, Expectation, Characteristic functions, Conditional probability, Conditional expectation. Sequences of Random Variables, Convergence concepts, Laws of large numbers, Central limit theorem. Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals” – K. Sam Shanmugan & A. M. Breipohi. (8) Module -2: Random Vectors and Estimation: Random Vectors, Covariance characterization, Jointly Gaussian random variables. (6) Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals – K. Sam Shanmugan & A. M. Breipohi. Module - 3: Representations of Random Processes: Sampling theorem, Karhunen-Leeve expansion, Orthogonal increment processes, White noise integrals, Spectral representation. (6) Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals – K. Sam Shanmugan & A. M. Breipohi. Module - 4: Concept of stochastic Processes, Classification, ensemble, Time averaging and Ergodicity. Methods of description, Stationarity, Covariance and Correlation coefficient, Auto correction and Cross Correlation functions, Power spectral densities. (7) Text Books: Probability, Random variables and stochastic processes- A. Papoulis & S.U. Pillai Random Signals – K. Sam Shanmugan & A. M. Breipohi. Module - 5: Special Processes: Markov processes and queuing theory, Wiener process, Poisson processes, Gaussian Process. Shot noise, Thermal noise. (6)

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Random variables and stochastic processes. M. Weiner Filter and Kalman Filter. Spectral Estimation. Optimal Filters. MA and ARMA Processes.7: Mean Square Error Filtering/Estimation. Breipohi. Papoulis & S. RANCHI. M.U. M. Papoulis & S. stored data wiener filter.U. Page 2 of 2 . Estimating a random variable with a constant. Sam Shanmugan & A. Papoulis & S. Sam Shanmugan & A. (6) Text Books: Probability. Random variables and stochastic processes.A.A. Breipohi. Pillai Random Signals – K. Real Time wiener filter. Pillai Random Signals – K. (6) Text Books: Probability.U. Detection of known Signals. Module -6: Linear filtering of Stochastic Processes. Sam Shanmugan & A.A. AR. Pillai Random Signals – K. Module . Breipohi. Random variables and stochastic processes.BIRLA INSTITUTE OF TECHNOLOGY. INDIA DEPARTMENT OF ELECTRONICS & COMM ENGINEERING Text Books: Probability.

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