EEE5014 Random Processes and Estimation TheoryBahçeşehir UniversityDegree Programs ELECTRIC-ELECTRONIC ENGINEERING (ENGLISH, NON-THESIS)General Information For StudentsDiploma SupplementErasmus Policy StatementNational QualificationsBologna Commission
ELECTRIC-ELECTRONIC ENGINEERING (ENGLISH, NON-THESIS)
Master TR-NQF-HE: Level 7 QF-EHEA: Second Cycle EQF-LLL: Level 7

Course Introduction and Application Information

Course Code Course Name Semester Theoretical Practical Credit ECTS
EEE5014 Random Processes and Estimation Theory Spring 3 0 3 8

Basic information

Language of instruction: English
Type of course: Must Course
Course Level:
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) Have sufficient background and an ability to apply knowledge of mathematics, science, and engineering to identify, formulate, and solve problems of electrical and electronics engineering. 4
2) Be able to define, formulate and solve sophisticated engineering problems by choosing and applying appropriate analysis and modeling techniques and using technical symbols and drawings of electrical and electronics engineering for design, application and communication effectively. 4
3) Have an ability to design or implement an existing design of a system, component, or process to meet desired needs within realistic constraints (realistic constraints may include economic, environmental, social, political, health and safety, manufacturability, and sustainability issues depending on the nature of the specific design). 3
4) Elektrik ve elektronik mühendisliği yapabilmek ve yeni uygulamalara uyum gösterebilmek için gerekli yenilikçi ve güncel teknikler, beceriler, bilgi teknolojileri ve modern mühendislik araçlarını geliştirmek, seçmek, uyarlamak ve kullanmak. 3
5) Be able to design and conduct experiments, as well as to collect, analyze, and interpret relevant data, and use this information to improve designs. 1
6) Be able to function individually as well as to collaborate with others in multidisciplinary teams.
7) Be able to communicate effectively in English and Turkish (if he/she is a Turkish citizen). 3
8) Be able to recognize the need for, and to engage in life-long learning as well as a capacity to adapt to changes in the technological environment.
9) Have a consciousness of professional and ethical responsibilities as well as workers’ health, environment and work safety.
10) Have the knowledge of business practices such as project, risk, management and an awareness of entrepreneurship, innovativeness, and sustainable development.
11) Have the broad knowledge necessary to understand the impact of electrical and electronics engineering solutions in a global, economic, environmental, legal, and societal context. 3