National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)

Department of Electrical Engineering

Analysis of Stochastic Systems

Course Code:
Credit Hours:
Instructor:
Office:
Lecture Days:
Class Room:
Lab Engineer:
Knowledge Group:

EE-800
3+0
Dr. Muhammad Usman
Ilyas
Room A-312, SEECS
Tu 17001750h, Th 1800
1950h
RIMMS CR-21
Telecommunications &
Networking

Semester: 1st
Prerequisite Codes: None
Class: MS-EE 7 (TCN / DSSP)
Telephone: +92-51-90852133
E-mail: usman.ilyas@seecs.edu.pk
Consulting Hours:
Lab Engineer Email: Updates on LMS: Every Saturday / Sunday

Course Description:
This course covers the fundamental tools of probabilistic modeling and random processes as they are useful for
communication, signal processing and control. The course introduces axiomatic definition of probability, set
theory, conditional probability, permutations and combinations, random variables, distribution functions,
probability density functions, mean, variance, characteristic functions, joint distributions, concepts of
stochastic process, correlation and covariance, Poisson process, Markov chain and Markov process.

Course Objectives:
The course objective is that its successful completion should develop understanding of random variables,
random processes and their applications in mathematical modeling for engineering problems. Further, it
should introduce students to the application of random variables in information theory. It should introduce
students to basic mathematical tools to distinguish random processes from chaotic processes.

Course Learning Outcomes (CLOs):

At the end of the course the students will be able to:

PLO

BT Level*

1.

Understand the properties and relationships of different random variables

2. Understand the properties of random processes
3. Understand the relationships between multiple random processes

1, 2
1, 2
1, 2

C-1
C-1
C-1, C-4

4. Use random variables and random processes for mathematical modeling

2, 3

C-3, C-4

5. Use random variables in information theory

C-3

4
6. Distinguish between random ad chaotic processes
* BT= Blooms Taxonomy, C=Cognitive domain, P=Psychomotor domain, A= Affective
domain
C-1=Knowledge, C-3=Application, C-4=Analysis

C-4

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National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)
Department of Electrical Engineering

Mapping of CLOs to Program Learning Outcomes

PLOs/CLOs
PLO 1 (Engineering Knowledge)
PLO 2 (Problem Analysis)
PLO 3 (Design/Development of Solutions)
PLO 4 (Investigation)
PLO 5 (Modern tool usage)
PLO 6 (The Engineer and Society)
PLO 7 (Environment and Sustainability)
PLO 8 (Ethics)
PLO 9 (Individual and Team Work)
PLO 10 (Communication)
PLO 11 (Project Management)
PLO 12 (Lifelong Learning)

CLO1

CLO2

CLO3

CLO4

CLO5

Mapping of CLOs to Assessment Modules and Weightages (In accordance with NUST statutes)
To be filled in at the end of the course.
Assessments/CLOs
CLO1
CLO2
CLO3
CLO4
CLO5

CLO6

CLO6

Quizzes: 10%
Assignments: 15%
OHT-1: 15%
OHT-2: 15%
Labs: 0%
End Semester Exam:45%
Total : 100 %

Books:
Text Book: Alberto Leon-Garcia, Probability and Random Processes for Electrical Engineering, 2nd ed., AddisonWesley.
Reference 1. Sheldon Ross, Introduction to Probability Models, 9th ed., Academic Press, 2007.
Books: 2. Thomas M. Cover, Joy A. Thomas, Elements of Information Theory, Wiley Interscience, 1991.
3. Garnett P. Williams, Chaos Theory Tamed, Joseph Henry Press, 2001.

Main Topics to be Covered:

1.
2.
3.
4.

Introduction to probability
Random variables
Multiple random variables
Limits and equalities of properties of random variables

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National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)
Department of Electrical Engineering
5.
6.
7.
8.

Application of random variables in information theory

Random processes
Properties of multiple random processes
Introduction to chaotic processes

Lecture Breakdown:
Week No.
Topics
1
Lecture 1: Introduction to probability theory

6
7

10

11

12
13

14

Sections

Remarks

Lecture 2: contd
Lecture 3: contd
Lecture 4:Random variables
Lecture 5:
Lecture 6:
Lecture 7 Random variables
Lecture 8:
Lecture 9:
Lecture 10: Multiple random variables
Lecture 11: contd
Lecture 12: contd
Lecture 13: contd
Lecture 14: contd
Lecture 15: contd
OHT-1

Lecture 16: Limits and inequalities

Lecture 17: contd
Lecture 18: contd
Lecture 19: Applications of random variables in information theory
Lecture 20: contd.
Lecture 21: contd.
Lecture 22: Random processes
Lecture 23: contd
Lecture 24: contd
Lecture 25: Random processes
Lecture 26: contd
Lecture 27: contd
Lecture 28: contd
Lecture 29: contd
Lecture 30: contd
OHT-2

Lecture 31: Properties of multiple random processes

Lecture 32: contd
Lecture 33: contd
Lecture 34: contd
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National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)
Department of Electrical Engineering

15

16

17

18

Lecture 35: contd

Lecture 36: contd
Lecture 37: contd
Lecture 38: Markov chains
Lecture 39: contd
Lecture 40: contd
Lecture 41: Introduction to chaos theory
Lecture 42: Chaos theory
Lecture 43: contd
Lecture 44: contd
Lecture 45: Revision
Week 18: ESE

Lab Experiments:
Lab - N/A

Tools / Software Requirement:

Mathworks Matlab R2013, Python 2.7 on Ubuntu

Grading Policy:
Quiz Policy:

Assignment Policy:

In order to give practice and comprehensive understanding of subject, in-class quizzes will
be given. Approximately 10 quizzes will be taken during the entire semester.
There will be no retakes opportunities for quizzes.
Quizzes will be unannounced and normally last for 10-15 minutes.
The question framed is to test the concepts involved in current or last lecture.
There will be no best-of grading policy.
Grading for quizzes will be on a scale of 0 to 10.
A score of 10 indicates an exceptional attempt towards the answer and a score of 1
indicates your answer is entirely wrong but you made a reasonable effort towards the
solution. Scores in between indicate very good (8-9), good (6-7), satisfactory (4-5), and
poor (2-3) attempt. Failure to make a reasonable effort to answer a question scores a 0.
In order to give practice and comprehensive understanding of subject, home assignments
will be given.
Late assignments will be accepted with a 30% penalty of the assignment total.
All assignments will count towards the total (No best-of policy). The students are
advised to do the assignment themselves. Copying of assignment is highly discouraged
and taken as cheating case and will be forwarded for disciplinary action. The questions in
assignment are more challenging to give students the confidence and extensive
knowledge about the subject and enable them to prepare for the exams.

Lab Conduct: N/A

Plagiarism: SEECS maintains a strict no tolerance plagiarism policy that applies for quizzes,
assignments, exams and any other assessment tools.
While collaboration in this course is highly encouraged, you must ensure that you do not
claim other peoples work/ idea as your own. Plagiarism occurs when the words, ideas,
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National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)
Department of Electrical Engineering

assertions, theories, figures, images, programming codes of others is presented as your

own work.
You must cite and acknowledge all sources of information in your assignments.
Failing to comply with the SEECS plagiarism policy will lead to strict penalties including
zero marks in assignments and report to the academic coordination office for disciplinary
action.

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