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Course Co-ordinated by :
IIT Kharagpur
Course Available from :
31-December-2009
NPTEL
Electronics & Communication Engineering
Probability and Random Processes (Video)
Modules / Lectures
Probability and Random Processes
Introduction to the Theory of Probability
Axioms of Probability
Axioms of Probability (Contd.)
Introduction to Random Variables
Probability Distributions and Density Functions
Conditional Distribution and Density Functions
Function of a Random Variable
Function of a Random Variable (Contd.)
Mean and Variance of a Random Variable
Moments
Characteristic Function
Two Random Variables
Function of Two Random Variables
Function of Two Random Variables (Contd.)
Correlation Covariance and Related Innver
Vector Space of Random Variables
Joint Moments
Joint Characteristic Functions
Joint Conditional Densities
Joint Conditional Densities (Contd.)
Sequences of Random Variables
Sequences of Random Variables (Contd.)
Correlation Matrices and their Properties
Correlation Matrices and their Properties
Conditional Densities of Random Vectors
Characteristic Functions and Normality
Tchebycheff Inequality and Estimation of an Unknown Parameter
Central Limit Theorem
Introduction to Stochastic Process
Stationary Processes
Cyclostationary Processes
System with Random Process at Input
Ergodic Processes
Introduction to Spectral Analysis
Spectral Analysis Contd.
Spectrum Estimation - Non Parametric Methods
Spectrum Estimation - Parametric Methods
Autoregressive Modeling and Linear Prediction
Linear Mean Square Estimation - Wiener (FIR)
Adaptive Filtering - LMS Algorithm
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