Dokončeno

Need help in Random Processes

Hi

I want help in Random Processes. The project is time bound. You need to solve 3 problems in under 3 hours. Date is 17 Jan. We can discuss further if you are interested.

The syllabus of the course is:

 Random Vectors

o Bivariate random variables: joint, conditional, and marginal distribution

o Random vectors

o Gaussian random vectors

 Estimation

o Optimal estimation, error criteria

o Minimum mean square error (MMSE) estimation

o Linear MMSE (LMMSE) estimation

 Random Processes

o Introduction and basic definitions

o Generating a random process (random parameter, i.i.d. process, recursive definition)

o Joint distribution, autocorrelation function

o Strict-sense and wide-sense stationery (SSS and WSS, respectively) processes

o Gaussian processes

o Examples: moving-average (MA), random-walk, and autoregressive (AR) processes

 Joint stationarity, Ergodicity

o Joint SSS (JSSS) and WSS (JWSS) processes

o Ergodicity definitions

o Mean-ergodicity and Slutsky’s theorem

o Ergodicity in autocorrelation

o Examples of ergodic and non-ergodic processes

 Power Spectral Density, Wiener Filtering, Power and WSS Process Passing Through Linear Time-Invariant Systems

o Definitions of power spectral density (PSD), and continuous- and discrete-time white noises

o Joint stationarity of random processes

o Random process passing through linear time-variant and linear time-invariant (LTI) systems

o Linear MMSE estimation (Weiner filter)

o Parallel processing of disjoint frequency bands

 Processes with Independent Increments

o Random walk and first-order AR processes

o Levy processes (Poisson process, Wiener process)

 Markov Chains

o Transition matrix, stationary distribution

o Characterizing chains by state diagrams

Dovednosti: Engineering Mathematics, Elektrotechnika

O zaměstnavateli:
( 0 recenzí ) Tel Aviv, Israel

Identifikační číslo projektu: #32645055

Uděleno uživateli:

kingch91

Hi you can review our profile. We are expert in Mathematics, Calculus, random variables and stochastic processes. We are an expert team of engineers and mathematicians who are excellent in all the areas of Enginmeering Další

$150 USD za 7 dní
(138 recenzí)
6.6

5 Freelnceři na tento projekt zveřejňují nabídky v průměru $76

hudex

Hello dear, We are group of professional electrical electronics engineer tutors expert and can solve any questions within given time just text me so we can help you out with your task Kind regards

$30 USD za 1 den
(71 Recenzí)
5.3
Sindustrus

I work enthusiastically and determined to my work, doing freelancing from last three years and always work on time and according to the client description. I have experience in research writing as well.

$30 USD za 7 dní
(7 Recenzí)
3.7
assignsolver

Need help in Random Processes I have read and understood all your project details and I feel my self the best candidate to complete this project with 100% accuracy. I have vast amount of experience in this indust Další

$30 USD za 1 den
(14 Recenzí)
4.1
bobkamita

ENGINEERING EXPERT HELLO, I have gone through your REQUIREMENTS, and I believe I have the PERSONNEL AND SKILL needed to finish this project. I have done numerous of these projects before. I have over 8 YRS experience Další

$140 USD za 7 dní
(0 Recenzí)
0.0