National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)

Department of Electrical Engineering
12mseenayub@seecs.edu.pkAnalysis of Stochastic Systems
Course Code:
EE 801
Semester: Fall 2013
Credit Hours:
3+0
Prerequisite Codes: None
Instructor:
Dr. Muhammad Usman Ilyas
Class: MS-EE 5 (TECN and P&C)
Office:
Room# A-312, SEECS
Telephone: +92-51-9085-2133
Lecture Days:
Tu 1530-1920h, We 1730-1620h
E-mail: usman.ilyas@seecs.edu.pk
Class Room:
CR-1
Consulting Hours: Thursday, 1700 to 1730Hrs
Knowledge Group: Networking, Communication
Updates on LMS: Every Friday

Course Description:
This course covers the fundamental tools of probabilistic modeling and random processes as they are useful for
communication, signal processing and control. The course introduces axiomatic definition of probability, set
theory, conditional probability, permutations and combinations, random variables, distribution functions,
probability density functions, mean, variance, characteristic functions, joint distributions, concepts of
stochastic process, correlation and covariance, Poisson process, Markov chain and Markov process.

Books:
Text Book: Alberto Leon-Garcia, Probability and Random Processes for Electrical Engineering, 2nd ed.,
Addison-Wesley..
Reference Books: 1. Sheldon Ross, Introduction to Probability Models, 9th ed., Academic Press, 2007.
2. Thomas M. Cover, Joy A. Thomas, Elements of Information Theory, Wiley Interscience,
1991.
3. Garnett P. Williams, Chaos Theory Tamed, Joseph Henry Press, 2001.

Main Topics to be Covered:

The course spans over a number of different topics as under:
Introduction to Probability Theory
(02 Week)
Set Theory
Mutual Exclusivity
Conditional Probability
Independence
Random Variables
(02 weeks)
Probability and Cumulative Density Function
Conditional pdf and cdf
Expected Value and Variance
Functions of Random Variables
Transform Methods
Multiple Random Variables
(02 weeks)
Independence of Multiple Random Variables
Functions of MRVs
Joint Probabilities
Correlation
Convergence
Sum of Random Variables
Limits and Inequalities
(01 week)
Central Limit Theorem
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National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)
Department of Electrical Engineering
Markov and Chebyshev inequalities
Stochastic Processes
(03 weeks)
Introduction to Random Processes
Stationary Random Processes
Continuity, Derivative, and Integral of Random Process
Time Averaging
Prediction, Estimation, Detection
(03 weeks)
Estimation Using Sample Mean
Confidence Interval
Maximum Likelihood
Maximum a posteriori Probability
Markov Chain and Processes
(01 weeks)
Introduction to Discrete and Continuous Markov Chains

Weightages:
Quizzes:
Assignments:
Midterm:
Labs:
Final Exam:

10%
15%
30%
0%
45%

Course Outcomes:
Students will be able to apply different stochastic models to real world problems.

Grading Policy:
Quiz Policy: There will be no retakes for quizzes Quizzes will be unannounced and normally last for 10-15
minutes. The question framed is to test the concepts involved in last lecture. It will be the
instructors will to choose the number of quizzes for evaluations purposes. Grading for
quizzes will be on a fix scale of 0 to 10. A score of 10 indicates an exceptional attempt
towards the answer and a score of 1 indicates your answer is entirely wrong but you made a
reasonable effort towards the solution. Scores in between indicate very good (8-9), good (67), satisfactory (4-5), and poor (2-3) attempt. Failure to make a reasonable effort to answer a
question scores a 0.
Assignment Policy: In order to give practice and comprehensive understanding of subject, home assignments will
be given. Late assignments will not be accepted / graded. All assignments will count towards
the total (No best-of policy). The students are advised to do the assignment themselves.
Copying of assignment is highly discouraged and taken as cheating case and will be forwarded
for disciplinary action. The questions in assignment are more challenging to give students the
confidence and extensive knowledge about the subject and enable them to prepare for the
exams.
Lab Conduct: Not applicable
Plagiarism: SEECS maintains a strict no tolerance plagiarism policy. While collaboration in this course is
highly encouraged, you must ensure that you do not claim other peoples work/ idea as your
own. Plagiarism occurs when the words, ideas, assertions, theories, figures, images,
programming codes of others is presented as your own work. You must cite and acknowledge
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National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)
Department of Electrical Engineering
all sources of information in your assignments. Failing to comply with the SEECS plagiarism
policy will lead to strict penalties including zero marks in assignments and report to the
academic coordination office for disciplinary action.

Tools / Software Requirement:

Matlab R2007

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