Subject Details
Dept     : ECE
Sem      : 4
Regul    : 2017
Faculty : prof S.Geetha
phone  : NIL
E-mail  : geethamuthu192@gmail.com
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Lecture Notes

UNIT 1:
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Discrete and continuous random variables
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Conditional probability and Baye‘s theorem
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Probability and Axioms of probability
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Tutorial 1
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Moments and Moment generating functions
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Binomial distribution
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Poisson and Geometric distribution
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Tutorial 2
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Uniform distribution
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Exponential distribution
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Normal distribution
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Tutorial 3
UNIT 2:
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Introduction and Application of Two Dimensional Random Variables
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Joint distributions Discrete Random variables
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Joint distributions Continuous Random variables
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Tutorial 4
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Covariance
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Correlation
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Linear Regression
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Tutorial 5
UNIT 3:
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Classification of Random Process.
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Stationary Process - SSS Process
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Stationary Process -WSS Process
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Tutorial 7
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Problems on WSS Process
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Markov Process
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Problems on Markov Chain
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Tutorial 8
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Poisson process
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Problems on Poisson process
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Random telegraph process
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Tutorial 9
UNIT 4:
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Introduction and application of correlation and spectral densities
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Auto correlation functions - Properties
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Problems on Auto correlation functions
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Tutorial 10
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Cross correlation – Properties and Problems
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Power Spectral Density - Properties
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Problems Power Spectral Density
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Tutorial 11
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Cross Spectral Density - Properties
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Problems Cross Spectral Density
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Wiener Khintchine Relation
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Tutorial 12
UNIT 5:
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Introduction and Application of linear systems with random inputs
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Linear, time invariant system and Casual system
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Problems on Linear, time invariant system and casual system
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Tutorial 13
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System transfer function
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Problems on System transfer function
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Linear system with random inputs
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Tutorial 14
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Problems on Linear system with random inputs
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Auto correlation functions of input and output system
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Cross correlation functions of input and output system
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Tutorial 15

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