Introduction to Probability and Random Processes

This course employing probabilistic methods of signal and system analysis (an extension of 16.362) considers the random nature of the world faced by electrical engineers. The course addresses the issues of the nature and characterization of random events, especially noise and its effect on systems. The course is divided into three parts, 1) Introduction to discrete and continuous probability 2) Introduction to statistical methods and 3) random signals and noise and the response of linear systems to random signals. There will be frequent use of Monte-Carlo simulation techniques on the computer to allow students to verify theory and to learn the important technique of simulation. Applications of theory to manufacturing and reliability, noise analysis, spectral analysis, data communication, data collection, and system design will be presented. Prerequisite: 16.362