- Code ENGN8538
- Unit Value 6 units
- Offered by Research School of Engineering
- ANU College ANU College of Engineering and Computer Science
- Course subject Engineering
- Areas of interest Mathematics, Engineering
- Academic career Postgraduate
- Dr Nan Yang
- Mode of delivery In Person
First Semester 2017
See Future Offerings
Upon successful completion of the course, students will be able to:
- Apply the specialised knowledge in probability theory and random processes to solve practical engineering problems.
- Gain advanced and integrated understanding of the fundamentals of and interrelationship between discrete and continuous random variables and between deterministic and stochastic processes.
- Apply the fundamentals of probability theory and random processes to practical engineering problems, and identify and interpret the key parameters that underlie the random nature of the problems.
- Use the top-down approach to translate engineering system requirements into practical design problems.
- Create mathematical models for practical design problems and determine theoretical solutions to the created models.
- Analyse the performance in terms of probabilities and distributions achieved by the determined solutions.
- Apply research skills to develop a thorough understanding of emerging engineering research problems beyond the scope of the course materials and critically analyse the recent research outcomes.
- Professionally interpret and disseminate the design and results of engineering research problems to the audiences with different levels of background knowledge.
The objective of ENGN8538 is to provide the fundamentals and advanced concepts of probability theory and random process to support graduate coursework and research in electrical, electronic and computer engineering. The required mathematical foundations will be studied at a fairly rigorous level and the applications of the probability theory and random processes to engineering problems will be emphasised. The simulation techniques will also be studied and MATLAB will be used as a software tool for bridging the probability theory and engineering applications.
• Overview of elementary probability;
• Discrete and continuous random variables and their statistical properties;
• Important random variables and their applications;
• Functions of random variables;
• Sequence of random variables, random vectors, notions of convergence;
• Random processes: Classification and characterisation;
• Properties of random processes: Stationarity, correlation function, power spectral density, spectral analysis;
• Special processes: Gaussian, Poisson and Wiener;
• Overview of Markov process and applications;
• Estimation theory, MMSE estimation, performance comparison of estimators;
• Overview of detection theory;
• Simulation techniques: generation of random variable/process in MATLAB;
• Examples of applications from signal processing (Wiener filter) and digital communications (simulation of coded digital communication system).
- Assignments: 18%
- Computer Labs: 6%
- Project Presentation: 6%
- Midterm Exam: 20%
- Final Exam: 50%
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WorkloadStandard workload (approx. 10 hours a week). 2 lectures (1 x 2-hour lecture and 1 x 1-hour lecture) per week, up to 1 x 1-hour tutorial per week, up to 1 x 3-hour computer laboratories per week, approximately 6 hours independent study per week.
Requisite and Incompatibility
Prescribed TextsThe prescribed text for this course is:
- J. A. Gubner, Probability and Random Processes for Electrical and Computer Engineers, Cambridge University Press, 2006.
Indicative Reading List
- S. L. Miller and D. Childers, Probability and Random Processes: With Applications to Signal Processing and Communications. (Online reserve: http://www.sciencedirect.com/science/book/9780121726515 )
- A. Papoulis and S.U. Pillai, Probability, Random Variables, and Stochastic Processes.
- H. Stark and J. Woods, Probability, Random Processes, and Estimation Theory for Engineers.
- G. R. Grimmett and D. R. Stirzaker, Probability and Random processes.
Tuition fees are for the academic year indicated at the top of the page.
If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found at Fees.
- Student Contribution Band:
- Band 2
- Unit value:
- 6 units
If you are an undergraduate student and have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). You can find your student contribution amount for each course at Fees. Where there is a unit range displayed for this course, not all unit options below may be available.
Offerings and Dates
|Class number||Class start date||Last day to enrol||Census date||Class end date||Mode Of Delivery|
|3349||20 Feb 2017||27 Feb 2017||31 Mar 2017||26 May 2017||In Person|