GRADUATE SCHOOL
Ph.D. In Electrical-Electronics Engineering
EEE 652 | Course Introduction and Application Information
| Course Name |
Stochastic Processes
|
|
Code
|
Semester
|
Theory
(hour/week) |
Application/Lab
(hour/week) |
Local Credits
|
ECTS
|
|
EEE 652
|
Fall/Spring
|
3
|
0
|
3
|
7.5
|
| Prerequisites |
None
|
|||||
| Course Language |
English
|
|||||
| Course Type |
Elective
|
|||||
| Course Level |
Third Cycle
|
|||||
| Mode of Delivery | - | |||||
| Teaching Methods and Techniques of the Course | - | |||||
| Course Coordinator | ||||||
| Course Lecturer(s) | ||||||
| Assistant(s) | - | |||||
| Course Objectives | The course aims to study basic probability concepts, time averages, statistical averages, random variables, moments, CDF, PDF, and PSD functions, random vectors, stationary and ergodic random processes and random signals |
| Learning Outcomes |
The students who succeeded in this course;
|
| Course Description | This is a mandatory course in Electrical and Electronics Engineering Ph.D. Program. The course is in the area of Random Signals, Probability Theory, Stochastic Processes and Random Signal Processing. The course aims to study basic probability concepts, time averages, statistical averages, random variables, moments, CDF, PDF, and PSD functions, random vectors, stationary and ergodic random processes and random signals |
|
|
Core Courses | |
| Major Area Courses |
X
|
|
| Supportive Courses | ||
| Media and Management Skills Courses | ||
| Transferable Skill Courses |
WEEKLY SUBJECTS AND RELATED PREPARATION STUDIES
| Week | Subjects | Related Preparation |
| 1 | Review of signals and systems | Textbooks Ch 1 |
| 2 | Time averages, correlation, covariance | Textbooks Ch 7 |
| 3 | Processing of random signals by LTI systems | Textbooks Ch 7 |
| 4 | Applications: Estimation problem | Textbooks Ch 7 |
| 5 | Probability theory | Textbooks Ch 2 |
| 6 | Random variable concept | Textbooks Ch 3 |
| 7 | Cumulative Distribution and Probability Density Functions | Textbooks Ch 3 |
| 8 | Statistical averages, mean, variance, higher order moments | Textbooks Ch 3 |
| 9 | Random vectors | Textbooks Ch 4 |
| 10 | Functions of random variables | Textbooks Ch 5 |
| 11 | Characteristic function of random variables | Textbooks Ch 5 |
| 12 | Stochastic processes | Textbooks Ch 6 |
| 13 | Ergodic and stationary processes | Textbooks Ch 6 |
| 14 | Applications in Electrical and Electronics Engineering | Textbooks Ch 7 |
| 15 | Review of the course and problem session | |
| 16 | Final |
| Course Notes/Textbooks | Alberto Leon-Garcia, Probability, Statistics, and Random Processes for Electrical Engineering, 3/E, Pearson, 2008. ISBN: 9780131471221 |
| Suggested Readings/Materials | Stark and Woods, Probability and Random Processes with Applications to Signal Processing, 4/E Pearson, 2012 ISBN: 9780273752288 |
EVALUATION SYSTEM
| Semester Activities | Number | Weigthing |
| Participation | ||
| Laboratory / Application | ||
| Field Work | ||
| Quizzes / Studio Critiques | ||
| Portfolio | ||
| Homework / Assignments |
6
|
30
|
| Presentation / Jury | ||
| Project | ||
| Seminar / Workshop | ||
| Oral Exams | ||
| Midterm |
1
|
30
|
| Final Exam |
1
|
40
|
| Total |
| Weighting of Semester Activities on the Final Grade |
7
|
60
|
| Weighting of End-of-Semester Activities on the Final Grade |
1
|
40
|
| Total |
ECTS / WORKLOAD TABLE
| Semester Activities | Number | Duration (Hours) | Workload |
|---|---|---|---|
| Theoretical Course Hours (Including exam week: 16 x total hours) |
16
|
3
|
48
|
| Laboratory / Application Hours (Including exam week: '.16.' x total hours) |
16
|
0
|
|
| Study Hours Out of Class |
14
|
5
|
70
|
| Field Work |
0
|
||
| Quizzes / Studio Critiques |
0
|
||
| Portfolio |
0
|
||
| Homework / Assignments |
5
|
11
|
55
|
| Presentation / Jury |
0
|
||
| Project |
0
|
||
| Seminar / Workshop |
0
|
||
| Oral Exam |
0
|
||
| Midterms |
1
|
20
|
20
|
| Final Exam |
1
|
32
|
32
|
| Total |
225
|
COURSE LEARNING OUTCOMES AND PROGRAM QUALIFICATIONS RELATIONSHIP
|
#
|
Program Competencies/Outcomes |
* Contribution Level
|
||||
|
1
|
2
|
3
|
4
|
5
|
||
| 1 | Accesses information in breadth and depth by conducting scientific research in Electrical and Electronics Engineering; evaluates, interprets and applies information. | X | ||||
| 2 | Is well-informed about contemporary techniques and methods used in Electrical and Electronics Engineering and their limitations. | X | ||||
| 3 | Uses scientific methods to complete and apply information from uncertain, limited or incomplete data; can combine and use information from different disciplines. Knows and applies the research methods in studies of the area with a high level of skill. |
X | ||||
| 4 | Is informed about new and upcoming applications in the field and learns them whenever necessary. | X | ||||
| 5 | Defines and formulates problems related to Electrical and Electronics Engineering, develops methods to solve them and uses progressive methods in solutions. Can independently realize novel studies that bring innovation to the field, or methods, or design, or known methods. |
X | ||||
| 6 | Develops novel and/or original methods, designs complex systems or processes and develops progressive/alternative solutions in designs. | X | ||||
| 7 | Designs and implements studies based on theory, experiments and modeling; analyses and resolves the complex problems that arise in this process. Performs critical analysis, synthesis and evaluation of new and complex ideas. | X | ||||
| 8 | Can work effectively in interdisciplinary teams as well as teams of the same discipline, can lead such teams and can develop approaches for resolving complex situations; can work independently and takes responsibility. | X | ||||
| 9 | Engages in written and oral communication at least in Level C1 of the European Language Portfolio Global Scale. | X | ||||
| 10 | Communicates the process and the results of his/her studies in national and international venues systematically, clearly and in written or oral form. |
X | ||||
| 11 | Evaluates the results of scientific, technological and engineering research and development activities in terms of the social, environmental, health, safety and legal aspects. Examines social relations and norms related to the field, and develops and makes attempts to change them if necessary. Knows their project management and business applications, and is aware of their limitations in Electrical and Electronics Engineering applications. |
X | ||||
| 12 | Highly regards scientific and ethical values in data collection, interpretation, communication and in every professional activity. Adheres to the principles of research and publication ethics. |
X | ||||
*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest