Course: Engineering Applications of Probability Theory (ES 345E)
Instructor: Jack Ou, Ph.D.
Office Location: Salazar Hall 2010B
Email:jack.ou AT sonoma DOT edu
Office Hours: By appointment during MW 11:00-11:30, TTH 12:00-12:30
Probability and its axioms, conditional probability, sequential experiments, independence, counting, discrete, continuous and mixed random variables and distributions, functions of random variables, expectations, multiple random variables and joint distributions, central limit theorem, weak law of large numbers, estimation of random variables, Random processes and their characterization. Topics covered include application of probability to measure of information and redundancy, moments to measure power, correlation to determine correlation function, power spectrum and linear prediction and estimation of statistical parameters.
Pre-requisite courses: A satisfactory completion of MATH 211 (≥C)
Required Text: Roy Yates and David Goodman, “Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers,” Second Edition, 2005.