EEE5014 Random Processes and Estimation TheoryBahçeşehir UniversityDegree Programs ELECTRICAL AND ELECTRONICS ENGINEERINGGeneral Information For StudentsDiploma SupplementErasmus Policy StatementNational QualificationsBologna Commission
ELECTRICAL AND ELECTRONICS ENGINEERING
Bachelor TR-NQF-HE: Level 6 QF-EHEA: First Cycle EQF-LLL: Level 6

Course Introduction and Application Information

Course Code Course Name Semester Theoretical Practical Credit ECTS
EEE5014 Random Processes and Estimation Theory Fall 3 0 3 8
This catalog is for information purposes. Course status is determined by the relevant department at the beginning of semester.

Basic information

Language of instruction: English
Type of course: Departmental Elective
Course Level: Bachelor’s Degree (First Cycle)
Mode of Delivery: Face to face
Course Coordinator : Assoc. Prof. SAEID KARAMZADEH
Course Lecturer(s): Dr. Öğr. Üyesi MUSTAFA EREN YILDIRIM
Recommended Optional Program Components: None
Course Objectives: Course aims to support students in understanding key concepts and results within the elementary probability theory, statistics and stochastic processes.

Learning Outcomes

The students who have succeeded in this course;
Upon completion of the course, the student will be able to:
1. Apply probability theory utilizing MATLAB through simulations of experiments with random outcomes.
2. Characterize functions of random variables.
3. Characterize random processes with an emphasis on stationary random processes
4. Obtain the autocorrelation and power spectral density of stationary random processes.

Course Content

Intro to Probability
Probability Theory
Discrete Random Variables
Continuous Random Variables
Pairs of Random Variables
Vector Random Variables
Sums of Random Variables
Estimation
Random Processes
Spectral Density
Kalman Filter
Markov Chains
Queuing Theory

Weekly Detailed Course Contents

Week Subject Related Preparation
1) Introduction to Probability Theory
2) Axiomatic Probability Theory
3) Discrete Random Variables
4) Continuous Random Variables
5) Pairs of Random Variables
6) Vector Random Variables Midterm 1
7) Sums of Random Variables
9) Estimation
10) Estimation
11) Midterm 2
12) Random Processes
13) Random Processes
14) Markov Chains

Sources

Course Notes / Textbooks: Leon-Garcia A., Probability, Statistics and Random Processes for Electrical Engineering, 3rd Edition, Pearson Prentice Hall, 2007. ISBN 0-13-715560-3
References: Probability and Random Processes with Applications to Signal Processing, Stark & Woods, Pearson, Third Edition

Evaluation System

Semester Requirements Number of Activities Level of Contribution
Midterms 2 % 60
Final 1 % 40
Total % 100
PERCENTAGE OF SEMESTER WORK % 60
PERCENTAGE OF FINAL WORK % 40
Total % 100

ECTS / Workload Table

Activities Number of Activities Duration (Hours) Workload
Course Hours 14 3 42
Study Hours Out of Class 14 10 140
Midterms 1 3 3
Final 1 3 3
Total Workload 188

Contribution of Learning Outcomes to Programme Outcomes

No Effect 1 Lowest 2 Low 3 Average 4 High 5 Highest
           
Program Outcomes Level of Contribution
1) Adequate knowledge in mathematics, science and electric-electronic engineering subjects; ability to use theoretical and applied information in these areas to model and solve engineering problems. 4
2) Ability to identify, formulate, and solve complex engineering problems; ability to select and apply proper analysis and modeling methods for this purpose. 4
3) Ability to design a complex system, process, device or product under realistic constraints and conditions, in such a way as to meet the desired result; ability to apply modern design methods for this purpose. (Realistic constraints and conditions may include factors such as economic and environmental issues, sustainability, manufacturability, ethics, health, safety issues, and social and political issues, according to the nature of the design.) 3
4) Ability to devise, select, and use modern techniques and tools needed for electrical-electronic engineering practice; ability to employ information technologies effectively. 3
5) Ability to design and conduct experiments, gather data, analyze and interpret results for investigating engineering problems. 1
6) Ability to work efficiently in intra-disciplinary and multi-disciplinary teams; ability to work individually.
7) Ability to communicate effectively in English and Turkish (if he/she is a Turkish citizen), both orally and in writing. 3
8) Recognition of the need for lifelong learning; ability to access information, to follow developments in science and technology, and to continue to educate him/herself.
9) Awareness of professional and ethical responsibility.
10) Information about business life practices such as project management, risk management, and change management; awareness of entrepreneurship, innovation, and sustainable development.
11) Knowledge about contemporary issues and the global and societal effects of engineering practices on health, environment, and safety; awareness of the legal consequences of engineering solutions. 3