Random Processes detailed syllabus for Computer Science & Design (CSD) for 2021 regulation curriculum has been taken from the Anna Universities official website and presented for the CSD students. For course code, course name, number of credits for a course and other scheme related information, do visit full semester subjects post given below.
For Computer Science & Design 7th Sem scheme and its subjects, do visit CSD 7th Sem 2021 regulation scheme. For Open Elective-IV scheme and its subjects refer to CSD Open Elective-IV syllabus scheme. The detailed syllabus of random processes is as follows.
Course Objectives:
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Unit I
RANDOM VARIABLES Discrete and continuous random variables – Moments – Moment generating functions – Joint Distribution- Covariance and Correlation – Transformation of a random variable.
Unit II
RANDOM PROCESSES Classification – Characterization – Cross correlation and Cross covariance functions – Stationary Random Processes – Markov process – Markov chain.
Unit III
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Unit IV
CORRELATION AND SPECTRAL DENSITIES Auto correlation functions – Cross correlation functions – Properties – Power spectral density -Cross spectral density – Properties.
Unit V
LINEAR SYSTEMS WITH RANDOM INPUTS Linear time invariant system – System transfer function – Linear systems with random inputs -Auto correlation and cross correlation functions of input and output.
Course Outcomes:
Upon successful completion of the course, students should be able to:
- Understand the basic concepts of one and two dimensional random variables and apply in engineering applications.
- Apply the concept random processes in engineering disciplines.
- Understand and apply the concept of correlation and spectral densities.
- Get an exposure of various distribution functions and help in acquiring skills in handling situations involving more than one variable.
- Analyze the response of random inputs to linear time invariant systems.
Text Books:
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Reference Books:
- Cooper. G.R., McGillem. C.D., “Probabilistic Methods of Signal and System Analysis”, Oxford University Press, New Delhi, 3rd Indian Edition, 2012.
- Hwei Hsu, “Schaum’s Outline of Theory and Problems of Probability, Random Variables and Random Processes “, Tata McGraw Hill Edition, New Delhi, 2004.
- Miller. S.L. and Childers. D.G., “Probability and Random Processes with Applications to Signal Processing and Communications “, Academic Press, 2004.
- Stark. H. and Woods. J.W., “Probability and Random Processes with Applications to Signal Processing “, Pearson Education, Asia, 3rd Edition, 2002.
- Yates. R.D. and Goodman. D.J., “Probability and Stochastic Processes”, Wiley India Pvt. Ltd., Bangalore, 2nd Edition, 2012.
For detailed syllabus of all the other subjects of Computer Science & Design 7th Sem, visit CSD 7th Sem subject syllabuses for 2021 regulation.
For all Computer Science & Design results, visit Anna University CSD all semester results direct link.