98年第1學期-4592 隨機程序 課程資訊

評分方式

評分項目	配分比例	說明
作業與平時考	30
期中考	35
期末考	35

教育目標

In this course, we will study the theory of random (stochastic) processes. Applications to detection and estimation theory will also be provided. The theory we learn in this course will have abundant applications in communications, signal and image processing, control theory, and other areas. The three major topics to be covered in this course are: random vectors, random sequences, and random processes.

課程概述

在本課程中，我們將學習隨機程序之理論。除此之外，本課程亦提供檢測與估測理論。於本課程中，我們將提供應用於通訊、訊號與影像處理以及控制理論等領域豐富的範例。本課程涵蓋了三項重要的主題:分別是隨機向量、隨機序列與隨機程序。

基本資料

選修課，學分數：3-0
上課時間：四/10,11,12
修課班級：電機碩1,2
修課年級：年級以上
選課備註：

參考書目

課堂用書﹕
[1] Henry Stark and John Woods, Probability and Random Processes with Applications to Signal Processing, 3rd ed., Prentice Hall, 2002.
參考用書﹕
[1] A. Papoulis and S. U. Pillai, Probability, Random Variables, and Stochastic Processes, 4th ed., McGraw Hill, 2002
[2] A. LeonGarcia, Probability and Random Processes for Electrical Engineers, 2nd ed., Addison Wesley