Random Processes and Time Series Analysis Detailed Syllabus for Systems and Signal Processing M.Tech first year first sem is covered here. This gives the details about credits, number of hours and other details along with reference books for the course.
The detailed syllabus for Random Processes and Time Series Analysis M.Tech 2017-2018 (R17) first year first sem is as follows.
M.Tech. I Year I Sem.
UNIT -I : Stationary Random Processes from a Probability Point of View: Probability Density and Probability Distribution Functions of a Random Variable, Expected Value of Random Variable, Markov and Chebyshev Inequalities, Computer Methods for Generating Random Variables, Multidimensional Random variables, Chi-square tests of hypotheses concerning distribution.
UNIT -II : Random Processes Analyzed in the Time Domain: Continuous and Discrete Time, Stationarity, Auto Covariance and Auto Correlation functions, Continuity, differentiation, Integrals of Random Processes. Some special cases: The Poisson process, the Normal (Gaussian) Process.
UNIT -III : Random Processes Analyzed in the Frequency Domain: The Fourier Transform, Spectral Density, The Cross Power Spectral Density. Linear Systems with random input: Impulse response, Transfer function, the relation between the
spectral density for the input and for the output
UNIT -IV : Markov Chains: Markov Processes: Discrete time Markov chains, state transition probability matrix, n-step state transition probability, transition diagrams, classification of states, limiting state probabilities, Continuous-time Markov chains, Gambler’s ruin as a Markov chains
UNIT -V : Basic Queuing Theory: Elements of a Queuing System, Little’s Formula, M/M/1, Queue- Delay Distribution in M/M/1 System, M/M/1 System with Finite Capacity, M/G/1 Queuing system- Residual Service Time, Mean Delay in M/G/1 Systems.
TEXT BOOKS:
- Peebles, P. Z, “Probability, Random Variables, and Random Signal Principles”, 1993 3rd Edition, New York, McGraw-Hill
- Oliver C. Ibe, “Fundamentals of Applied Probability and Random Processes”, Elsevier, 2009
- Alberto Leon-Garcia, “Probability and Random Processes for Electrical Engineering”, 2nd Edition, Pearson
REFERENCE BOOKS:
- Athanasios Papoulis, S. Unnikrishna Pillai, “Probability, Random Variables and Stochastic Processes”, TMH, 2008
- Henry Stark, John W. Woods, “Probability and Random Processes with Applications to Signal Processing”, 3rd Edition, Pearson
- Roy D. Yates, David J. Goodman, “Probability and Stochastic Processes – A Friendly Introduction for Electrical and Computer Engineers”, John Wiley & Sons.
For all other M.Tech 1st Year 1st Sem syllabus go to JNTUH M.Tech Systems and Signal Processing 1st Year 1st Sem Course Structure for (R17) Batch.
All details and yearly new syllabus will be updated here time to time. Subscribe, like us on facebook and follow us on google plus for all updates.
Do share with friends and in case of questions please feel free drop a comment.