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## Faculty of Science and Technology (FST)

Department of Information & Communication Technology
COURSE OUTLINE
Course Teacher: Dr. Mohammad Ariful Haque
Course Title: Random Signal and Process

## Course Code: ICT 3109

Batch & Section:
Year : , Semester:
Duration: 3 Cr/hrs

Designation: Professor
E-mail: arifulhoque@eee.buet.ac.bd
Cell phone: 01687- 129593 (text only)

COURSE DESCRIPTION:
Introduction to probabilistic techniques for modeling random phenomena and making estimates,
inferences, predictions, and engineering decisions in the presence of chance and uncertainty.
Probability measures, classical probability and combinatorics, countable and uncountable sample
spaces, random variables, probability mass functions, probability density functions, cumulative
distribution functions, important discrete and continuous distributions, functions of random
variables including moments, independence and correlation, conditional probability, Total
Probability and Bayes rule with application to random system response to random signals,
characteristic functions and sums of random variables, the multivariate Normal distribution,
maximum likelihood and maximum a posteriori estimation, Markov processes, Simulation
technique, Applications in communications, networking, circuit design, device modeling, and
computer engineering.

LEARNING OBJECTIVES:
The objectives of this course are to:

## Outcome 1: Become fluent in combinatorics and set manipulations so as to make

probabilistic predictions involving discrete models.
Outcome 2: Learn to recognize random phenomena in ECE applications, select
appropriate mathematical models for them, and solve those models by exploiting
mathematical structure such as statistical independence.
Outcome 3: Understand the statements of key limit theorems and be able to apply those
theorems to make decisions in the presence of uncertainty.
Outcome 4: Formulate estimation and detection problems from described physical
scenarios and compute the optimal estimators/decision rules for those scenarios.

DISTRIBUTION OF WEIGHTAGE:
Remarks
Final Exam
Mid Term
Six Class Tests
Term Paper (Individual) including Presentation
Assignments & Case Studies (Individual/Group) including Presentation
Regular Class Participation and Presentation
Class Attendance
Attitude/Conduct/Manner
Total

Distribution
35%
15%
12%
10%
10%
5%
10%
3%
100

80% and above
75% to < 80%
70% to < 75%
65% to < 70%
60% to < 65%
55% to < 60%
50% to < 55%
45% to < 50%
40% to < 45%
< 40%
-----------------------------------------

A+
A
AB+
B
BC+
C
D
F
I
W

(A Plus)
(A Regular)
(A Minus)
(B Plus)
(B Regular)
(B Minus)
(C Plus)
(C Regular)
-

4.00
3.75
3.50
3.25
3.00
2.75
2.50
2.25
2.00
0.00
Incomplete
Withdrawal/Withdrawn

REFERENCES:
Text and Reference Books:
1. Probability and Random Processes, Wiley, second edition, by V. Krishnan

2. Probability and Random Processes, Academic Press, second edition, by Scott and Donald
3. Probability, Statistics, and Random Processes For Electrical Engineering (3rd Edition) by Alberto
Leon-Garcia
4. Probability, Statistics and Random Processes, Pearson, by P Kousalya
5. Probability, Random variables and Random Signal principles, Tata McGraw-Hill, 4 th edition by
Peebles
6.

Lecture Plan
Wee
k

Lectur
e
Lec 1

Topics

1.
2.
3.
4.

Lec 2

1.
2.
3.
4.

Lec 3

1.
2.
3.
4.
5.

Lec 4

Functions

6.

7.
8.

Lec 5

Functions

1.
2.
3.

Lec 6

1.
2.

Lec 7

3.
4.
1.
2.
3.
4.

Lec 8

## Operations on a Single Random Variable

1.
2.
3.

Syllabus
Course outline
Course objective
Applications: Speech
communication network
Experiments, Sample Spaces,
and Events
Axioms of Probability
Assigning Probabilities
Joint and Conditional
Probabilities
Basic Combinatorics
Bayess Theorem
Independence
Discrete Random Variables
Engineering ApplicationAn
Optical Communication
System
The Cumulative Distribution
Function
The Probability Density
Function
The Gaussian Random
Variable
Other Important Random
Variables
Conditional Distribution and
Density Functions
Engineering Application:
Reliability and Failure Rates
Expected Value of a Random
Variable
Expected Values of Functions
of Random Variables
Moments
Central Moments
Conditional Expected Values
Transformations of Random
Variables
Characteristic Functions
Probability-Generating
Functions
Moment-Generating Functions
Evaluating Tail Probabilities
Engineering Application

Lec 9

Lec 10

Lec 11

Lec 12

Lec 13

Lec 14

Lec 15

## Random Sums and Sequences

Lec 16

Random Processes

Scalar Quantization
4. Engineering Application
Entropy and Source Coding
1. Joint Cumulative Distribution
Functions
2. Joint Probability Density
Functions
3. Joint Probability Mass
Functions
4. Conditional Distribution,
Density, and Mass Functions
1. Expected Values Involving
Pairs of Random Variables
2. Independent Random Variables
3. Jointly Gaussian Random
Variables
4. Joint Characteristic and
Related Functions
1. Transformations of Pairs of
Random Variables
2. Complex Random Variables
3. Engineering Application:
Mutual Information, Channel
Capacity, and Channel Coding
1. Joint and Conditional PMFs,
CDFs, and PDFs
2. Expectations Involving
Multiple Random Variables
3. Gaussian Random Variables in
Multiple Dimensions
1. Transformations Involving
Multiple Random Variables
2. Estimation and Detection
3. Engineering Application:
Linear Prediction of Speech
1. Independent and Identically
Distributed Random Variables
2. Convergence Modes of
Random Sequences
3. The Law of Large Numbers
4. The Central Limit Theorem
1. Confidence Intervals
2. Random Sums of Random
Variables
3. Engineering Application: A
1. Definition and Classification
of Processes

Lec 17

Random Processes

Lec 18

Markov Processes

Lec 19

Markov Processes

Lec 20

10

Lec 21
11

Lec 22

12

## Random Processes in Linear Systems

Lec 23

Lec 24

Simulation Techniques

## 2. Mathematical Tools for

Studying Random Processes
3. Stationary and Ergodic
Random Processes
4. Properties of the
Autocorrelation Function
1. Gaussian Random Processes
2. Poisson Processes
3. Engineering Application
Shot Noise in a pn Junction
Diode
1. Definition and Examples of
Markov Processes
2. Calculating Transition and
State Probabilities in Markov
Chains
3. Characterization of Markov
Chains
1. Continuous Time Markov
Processes
2. Engineering Application: A
Computer Communication
Network
3. Engineering Application: A
Telephone Exchange
1. Definition of PSD
2. The WienerKhintchine
Einstein Theorem
3. Bandwidth of a Random
Process
1. Spectral Estimation
2. Thermal Noise
3. Engineering Application: PSDs
of Digital Modulation Formats
1. Continuous Time Linear
Systems
2. Discrete-Time Linear Systems
3. Noise Equivalent Bandwidth
4. Signal-to-Noise Ratios
1. The Matched Filter
2. The Wiener Filter
3. Bandlimited and Narrowband
Random Processes
4. Complex Envelopes
5. Engineering Application: An
Analog Communication
System
1. Computer Generation of
Random Variables
2. Generation of Random

Processes
Simulation Techniques
13

## 1. Simulation of Rare Events

2. Engineering Application:
Simulation of a Coded Digital
Communication System

Lec 25
Lec 26
Lec 27

14
Lec 28

Review class
Presentation

Term paper

Presentation

Term paper

## Students have to be regular and discipline in the class.

Students should follow the usual rules and regulation of BUP and
The course contents shown in the lecture plan may slightly vary while conducting the class.

Conclusion:
In this course, a balanced approach and coverage is maintained for problems and applications on the one
hand and mathematical and analytical models and methods on the other. Engineering applications are
chosen from areas such as communications, signal processing, electronics fabrication, and computer
engineering. At the end of the course, the students be able to recognize random phenomena in ECE
applications, select appropriate mathematical models for them, and solve those models by exploiting
mathematical structure and statistical tools.