EE-891
Stochastic Systems
Lecture 1
Background and Introduction
Dr. Muhammad Zeeshan | Assistant Professor | Dept. of Electrical Engg. | NUST College of Electrical & Mechanical Engineering | Pakistan
About Me
• Academics:
• BSc in Electrical Engineering, UET, Taxila
• MS and PhD in Electrical Engineering (Specialization in Wireless
Communication) from College of EME, NUST
• Research Areas:
• Software Defined Radio
• Physical layer design and synchronization techniques
• SDR Waveform design
• Digital Design of Signal Processing/Communication Systems
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About Me
• Major Achievements:
• Gold Medalist in both BSc and MS
• Scholarship for NUST MS leading to PhD
• 19 Journal Publications
• 35 International Conference Papers
• Silver Award in APICTA 2012 for the project based on PhD
thesis
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About Me
• Major Achievements:
• Reviewer:
• IEEE Transactions on Communications
• Wireless Personal Communications
• IEEE Access
• Proposed Next Generation Wideband Waveform for SDR, first
of its kind in Pakistan
• Led the team who has developed an indigenous SDR for Pak
Army
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About Me
• Experience:
• Assistant Professor at Department of Electrical Engineering,
College of EME, NUST, [March 2016 to present]
• Member Technical Staff at Center for Advanced Research in
Engineering (CARE), Islamabad, [July 2014 to March 2016]
• Senior Design Engineer at Center for Advanced Research in
Engineering (CARE), Islamabad, [July 2010 to June 2014]
• Teaching Assistant at Department of Electrical Engineering,
College of EME, NUST, [Sep 2009 to March 2012]
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About Me
• At Dept. of Electrical Engg:
• Associate Head of Department
• Supervising
• 1 PhD Thesis, 5 MS Thesis, 1 FYPs
• Supervised (Completed)
• 15 MS Thesis, 8 FYPs
• Head, Cognitive Radio and Wireless Communication
(CoRWiC) Research Group
• Associate Head, Signal Processing and Smart Grid
Communications Research Groups
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Class Introduction
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Class Rules
• Be Punctual in Class
• Allowed time limit for coming late in each session is 5 mins
• Use of mobile phone/Tablet/Laptop is strictly not allowed
• Any student found using any of the above will not be allowed to
sit in that session
• Any student observed talking with others will be sent out of
the class
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Class Rules
• Keep your mobiles silent/switched off
• Student whose mobile rings, will be sent out of the class
• Class participation/attention is mandatory
• Question can be asked from any student any time
• Plagiarism in assignments is strictly not allowed
• No marks will be given in this case without listening to any
arguments
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Course Details
Class Rules
• Class Schedule:
• 3 Hours/Week
• Contact Hours:
• Monday: 0900 – 1300 hrs, Tuesday: 1630 – 1730 hrs
• Email & Course URL:
• ranazeeshan@ceme.nust.edu.pk
• https://sites.google.com/site/rmzshan/courses/ee-891-
stochastic-systems-3
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Course Contents
• Introduction to Probability Theory [1 week]
• Basic Concepts of Probability Theory [2 weeks]
• Random Variables, CDF, PDF [3 week]
• Multiple Random Variables [3 week]
• Central Limit Theorem [1 week]
• Random Processes [2 week]
• Analysis of Random Processes [2 week]
• Markov Chains [2 week]
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Course Books
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Course Assessment
Assessment
Exams 1x Midterm and 1x Final
Assignments Minimum 3x Assignments
Midterm: 30-40%
Final Exam: 50-60%
Assignments: 10-20%
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Think
What is Stochastic System???
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Stochastic Systems
• Stochastic means Pertaining to Chance
• Stochastic system: Anything random that evolves in time
• Stochastic Systems is an area of systems theory that deals
with dynamic as well as static systems, which can be
characterized by stochastic processes (random processes)
• Now, What is Random Process??
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Stochastic Systems
• Random Process
• Indexed (time or space) family of random variables
• Collection of random variables
• Now, Random Variable?
• Whose possible values are numerical outcomes of a
random phenomenon
• Which can take on a set of possible different values
(similarly to other mathematical variables), each with an
associated probability
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Mathematical Models
• A Model is an approximate representation of a physical
situation
• Used instead of experiments
• Mathematical Models are used when the observational
phenomenon has measurable properties
• It is a description of a system using mathematical concepts
and language (equations)
• Based on certain assumptions
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Deterministic Models
• Provides Exact outcome of the experiment
• Solution of a set of mathematical equations gives the exact
outcome of the experiment
• Examples
• Circuit Theory
• ….??
• Consistency in the outcomes under similar conditions
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Stochastic Models
• Outcome of the experiment is Unpredictable under similar
conditions
• Deterministic models cannot be used for random
experiments
• Urn Example
• Terminologies
• Outcome
• Sample Space
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Stochastic Models
• Statistical Regularity
• Relative Frequency
• Probability
• Probability for equiprobable outcomes
• Conditions under which a random experiment is performed,
determine the probabilities of the outcomes of an experiment
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Stochastic Models
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Stochastic Models
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Stochastic Models
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Stochastic Models
• Relative frequencies are a number b/w ZERO and ONE
• Sum of all the relative frequencies equals ONE
• Events
• Relative frequency of an event is the sum of the relative
frequencies of the associated outcomes
• Theoretically, Probability of an event is its long-term
relative frequency
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Random Experiment
• An experiment in which the outcome varies in an
unpredictable manner
• It is specified by stating an experimental procedure and a set
of one or more measurements or observations
• Select a ball from an urn containing balls numbered 1 to 50.
Note the number of the ball
• Toss a coin three times and note the number of heads
• Pick two numbers at random between zero and one.
• A block of information is transmitted repeatedly until an error
free block arrives. Count the no. of transmissions required
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Random Experiment
• Must include unambiguous statement
• For the same procedure, observations may be different
• May involve more than one measurement or observation
• Sequential experiments: Second sub-experiment depends on
the outcome of the first sub-experiment
• Sample Space: The set of all possible results/outcomes
• Sample space consists of sample points/outcomes that
cannot be decomposed and are mutually exclusive
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Random Experiment
• Types of Sample Space (SS)
• Finite (Discrete)
• Countably infinite (Discrete)
• Uncountably infinite (Continuous)
• SS can be multi-dimensional
• SS can be written as Cartesian product of other sets
• Can impossible outcomes be included in SS??
• Event mostly contains multiple outcomes
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Random Experiment
• Event is a Subset of SS
• Certain Event: Always occurs
• Null Event: Never occurs
• An event with single outcome is called Elementary Event
• Set Theory Terminologies:
• Union/Intersection (Union-> Any occurs, Inters-> All occur)
• Mutually Exclusive
• Implies (Subset)
• DeMorgan’s Rules
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