MA8451 PRP Notes

Anna University Regulation 2017 ECE MA8451 PRP Notes, PROBABILITY AND RANDOM PROCESSES Lecture Handwritten Notes for all 5 units are provided below. Download link for ECE 4th Sem PROBABILITY AND RANDOM PROCESSES Notes are listed down for students to make perfect utilization and score maximum marks with our study materials.

MA8451 PRP PROBABILITY AND RANDOM PROCESSES

 To provide necessary basic concepts in probability and random processes for applications such as random signals, linear systems in communication engineering.
 To understand the basic concepts of probability, one and two dimensional random variables and to introduce some standard distributions applicable to engineering which can describe real life phenomenon.
 To understand the basic concepts of random processes which are widely used in IT fields.
 To understand the concept of correlation and spectral densities.
 To understand the significance of linear systems with random inputs.

PROBABILITY AND RANDOM VARIABLES  Probability – Axioms of probability – Conditional probability – Baye‘s theorem – Discrete and continuous random variables – Moments – Moment generating functions – Binomial, Poisson, Geometric, Uniform, Exponential and Normal distributions.  Joint distributions – Marginal and conditional distributions – Covariance – Correlation and linear regression – Transformation of random variables – Central limit theorem (for independent and identically distributed random variables).  Classification – Stationary process – Markov process – Markov chain – Poisson process – Random telegraph process. Auto correlation functions – Cross correlation functions – Properties – Power spectral density – Cross spectral density – Properties.  Linear time invariant system – System transfer function – Linear systems with random inputs – Auto correlation and cross correlation functions of input and output.

OUTCOMES: Upon successful completion of the course, students should be able to:
 Understand the fundamental knowledge of the concepts of probability and have knowledge of standard distributions which can describe real life phenomenon.
 Understand the basic concepts of one and two dimensional random variables and apply in engineering applications.
 Apply the concept random processes in engineering disciplines.
 Understand and apply the concept of correlation and spectral densities.
 The students will have an exposure of various distribution functions and help in acquiring skills in handling situations involving more than one variable. Able to analyze the response of random inputs to linear time invariant systems.

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MA8451 PRP Notes

Anna University 4th Sem ECE PRP Lecture Handwritten Notes