Covariance Correlation and Regression- Classification of Random processes- Definitions - – strictly stationary processes - wide sense stationary processes - Poisson process - Markov – process - Markov Chain - Transition probabilities - Limiting distributions. Correlation and Spectral densities - Auto correlation - Cross correlation - Properties Power spectral – density-Cross spectral density- Properties-Relationship between cross correlation and cross spectral densities. Hours: 60 Text Books: 1 Peebles Jr. P.Z., Random Variables and Random Signal Principles”, “Probability Tata McGraw-Hill Publishers, Fourth Edition, New Delhi, 2 Palaniammal, S., and Random Processes”, Prentice hall of India, “Probability New Delhi, 2014, Reprint 2015. 3 Gupta, S.C., &Kapoor, V.K., of Mathematical Statistics”, Sultan “Fundamentals Chand &sons, 2000, Reprint 2014. Reference 1 Ross, S., First Course in Probability”, Sixth edition, Pearson Education, Delhi, “A 2014. 2 Henry Stark and John W. Woods, and Random Processes with “Probability Applications to Signal Processing”, Pearson Education, Fourth Edition, Delhi, 2011 3 Veerarajan.T, Statistics and Random Processes”, Tata “Probability, Hill, Second Edition, New 2010. Web References: 1 2 3 http://freevideolectures.com/Course/3028/Econometric-Modelling/22 4 5 Online Resources: 1 2 3 4 Assessment Methods & Levels (based on Blooms’Taxonomy) Formative assessment on Capstone Model (Max. Marks:20) Course Level Tentative Assessment Component Marks Outcome C401.1 Remember Classroom or Online Quiz 2 C401.2 Understand Presentation/Power point 4 presentation C401.3& Apply Group Assignment 7 C401.4 C401.5 & Group activities 7 C401.6
Covariance – Correlation and Regression- Classification of Random processes- Definitions - strictly stationary processes - wide – sense stationary processes - Poisson process - Markov process - Markov Chain - Transition probabilities - Limiting distributions. Correlation and Spectral densities - Auto correlation - Cross correlation - Properties – Power spectral density-Cross spectral density- Properties-Relationship between cross correlation and cross spectral densities. Hours: 60 Text Books: 1 Peebles Jr. P.Z., “Probability Random Variables and Random Signal Principles”, Tata McGraw-Hill Publishers, Fourth Edition, New Delhi, 2 Palaniammal, S., “Probability and Random Processes”, Prentice hall of India, New Delhi, 2014, Reprint 2015. 3 Gupta, S.C., &Kapoor, V.K., “Fundamentals of Mathematical Statistics”, Sultan Chand &sons, 2000, Reprint 2014. Reference 1 Ross, S., “A First Course in Probability”, Sixth edition, Pearson Education, Delhi, 2014. 2 Henry Stark and John W. Woods, “Probability and Random Processes with Applications to Signal Processing”, Pearson Education, Fourth Edition, Delhi, 2011 3 Veerarajan.T, “Probability, Statistics and Random Processes”, Tata Second Edition, New 2010. Web References: 1 2 3 http://freevideolectures.com/Course/3028/Econometric-Modelling/22 4 5 Online Resources: 1 2 3 4 Assessment Methods & Levels (based on Blooms’Taxonomy) Formative assessment on Capstone Model (Max. Marks:20) Course Outcome Level Tentative Assessment Component Marks C401.1 Remember Classroom or Online Quiz 2 C401.2 Understand Presentation/Power point presentation 4 C401.3& C401.4 Apply Group Assignment 7 C401.5 & C401.6 Group activities 7 Hill,
R16%20syllabus.docx