Need help in Random Processes


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:


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