Stochastic Systems and Communications


Code 3.5.3286.4
Semester 4th
Category Obligatory
Credits 5
Class Hours - Lab Hours 4 - 0
Lecturers Symeon Papavassiliou, Ioanna Roussaki, Irene Kilanioti (T & R Associates), Διδάσκων 407 ή Ακαδημαϊκός Υπότροφος
Links Helios
Web Platform Class 1: Webex

Description

Communication signal taxonomy. Fourier analysis of signals. Correlation, spectral density. Transmission through linear systems, filters. Hilbert transform. Band-pass signals and systems. Amplitude, phase, and frequency modulation (AM, PM and FM), multiplexing. Stochastic processes, definition, distribution, moments, Gaussian process, white noise, random walk. Stationarity, ergodicity, power spectral density. Spectrum estimation, system recognition, prediction, Kalman filter. Poisson process, noise representation and production, equivalent noise bandwidth, narrowband noise, thermal noise, shot noise, noise in modulation systems. Introduction to information theory, entropy, coding, channel capacity. Markov processes, birth-death processes, introduction to queueing theory, applications in communication networks.