WALLAGA UNIVERSITY

COLLEGE OF ENGINEERING AND TECHNOLOGY

DEPARTMENT OF ELECTRICAL AND COMPUTER ENGINEERING
Course Code ECEg2103
Course Title Probability and Random Process
Module Name Advanced Engineering Mathematics
Lecturer Milkessa N. (M.Sc.)
ECTS Credits 5 CP
Lecture Tutorial Practice or Laboratory Home study
Contact Hours (per week)
2 3 0 3
On successful completion of this course the students will be able to:
 Comprehend probability theory
 Understand functions, calculus and transformation of
Course Objectives & stochastic processes
Competences to be Acquired
 Specify stochastic processes as models
 Use stochastic processes to Electrical Engineering
applications.
1. Introduction to probability theory: including discrete and
continuous random variables
2. Random variables and random distribution.
3. Discrete and continuous density functions; probability functions,
calculus and transformation of stochastic processes, characterization
and specification of stochastic processes as models of signal
ensembles;
Course Description/Course 4. Stationary and Ergodicity: correlation and power spectral
Contents
density; the Wiener, Poisson, Markoff and Gaussian,
Rayleigh process; orthogonal series and representation.

5. Representation of random processes: Random processes,

Random process in linear systems, application of random
process,

6. Power Spectral Estimation and Stochastic Filter Design

Pre-requisites None
Semester Year II, Semester II
Status of Course Compulsory
Teaching & Learning Lectures, tutorials, assignments and simulations
 Methods
Assessment/Evaluation & Exams, Quiz’s, Assignments and simulation
Grading System
Attendance Requirements A student must attend at least 85 % of the classes
[1] R.B.Ash & W.A. Gardner; Topics in Stochastic Processes- Wiley
[2] H.Stark & J.W Woods; probability and Random processes and
estimation theory for engineer(2/e)-PHI
[3] E.Wong & B.Hajek: Stochastic processes in Engineering systems-
Springer Verlag.
[4] E.Wong: Introduction to Random Processes- Springer Verlag.
Refences
[5] Kenneth H.Rosen: Discrete Mathematics and its Applications-
McGraw-Hill.
[6] Ochi.M.K. Applied probability ans Stochastic processes, John
Wiley & Sons (1992).
[7] Peebles JR.,P.Z., Probability Random Variables and Random Signal
principles, McGraw Hill Inc., (1993)