MA8451 – NOTES & QP
| NOTES | CLICK HERE |
| SEMESTER QP | CLICK HERE |
MA8451 – SYLLABUS
UNIT I 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.
UNIT II TWO — DIMENSIONAL RANDOM VARIABLES
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).
UNIT III RANDOM PROCESSES
Classification — Stationary process — Markov process — Markov chain — Poisson process — Random telegraph process.
UNIT IV CORRELATION AND SPECTRAL DENSITIES
Auto correlation functions — Cross correlation functions — Properties — Power spectral density — Cross spectral density — Properties.
UNIT V LINEAR SYSTEMS WITH RANDOM INPUTS
Linear time invariant system — System transfer function — Linear systems with random inputs — Auto correlation and cross correlation functions of input and output.