EE891 Stochastic Systems

Welcome and Introduction

Fahd Ahmed Khan
School of Electrical Engineering & Computer Science (SEECS)
National University of Sciences & Technology (NUST)

Course Information

Lecture Timings:

Tuesday: 1700 - 1750

Thursday: 1800 - 1950

My Office:

Room # A-213

Office Hours

Monday and Wednesday, 1500 - 1700

fahd.ahmed@seecs.edu.pk

The course will be managed through LMS

NUST LMS: www.lms.nust.edu.pk

Textbooks
Probability and Random
Processes With
application to signal
processing and
communications

Probability & Random

Processes for Electrical
Engineers, 2nd or 3rd ed.

Scott l. Miller, Donald G.

Childers

Albert Leon-Garcia

Probability and Stochastic Roy D. Yates, David J.

Processes: A Friendly
Goodman
Introduction for Electrical
and Computer Engineers,
2nd Ed. Wiley.

Course Outline
Main Topics to be Covered:
Introduction to probability theory
Random variables, Distributions and Density Function.
Operations on a Single Random Variable
Pairs of Random Variables
Multiple Random Variables
Random processes
Power Spectral Density

Grading

Final Exam:
OHT 1:
OHT 2:
Quizzes:
Homework Assignments:

50%
15%
15%
10%
10%

Why study Probability Theory?

Statistics are used more than any other branch of mathematics

Medical researchers: use statistics to establish the likelihood

that a drug or treatment will be effective

Insurance companies: charge and forecast based on statistical

probabilities

Weather Forecasting

Communication systems

The list goes on and on..

Taken from Math Forum: Ask Dr Math

Probability Theory in Telecommunications

Thermal noise

Wired Communication

Performance measures are based on probabilistic models

Bit error rate: Probability of Bit error

Symbol error rate: Probability of Symbol error

Outage probability: Probability of Signal Outage

Channel Capacity

Random attenuation in wireless channel

Fading

Shadowing

Detection and parameter estimation

Analysis of Networks (Queuing theory)

Thermal noise

All electronic circuits have thermal noise

Electronic noise generated by the thermal agitation of the charge carriers (usually
the electrons) inside an electrical conductor at equilibrium

Independent of any applied voltage

Implies that there will be random flow of charge and thus a fluctuation (extremely
tiny) in voltage

Thermal noise in an ideal resistor is approximately white

meaning that the power spectral density is nearly constant throughout

Uncorrelated in time

Values (of the random fluctuating voltage) may be distributed according to a

Gaussian distribution, Poisson distribution, Cauchy distribution etc

Wired Communication Link

Consider two connected communicating nodes

Noise will be added at the nodes

Wired Communication Link

Transmitted Signal

Received Signal

Wired Communication Link Model

Signal r(t) is a random signal

In order to analyze this communication system, we will have to employ
probability theory

Wireless Communications

Wireless Communication

Received Signal Power

Random fluctuations: Channel is usually modelled using various distributions

Wireless Communication Link Model

y[n]=h[n]x[n]+w[n]

h[n] is random channel fading coefficient

w[n] is random additive noise

Performance analysis of Communication

Systems

In order to analyze these communication system, we will have to employ

probability theory

Performance measures are based on probabilistic models

Bit error rate: Probability of Bit error

Symbol error rate: Probability of Symbol error

Outage probability: Probability of Signal Outage

Channel Capacity

Analysis of Networks: Queuing Theory

Input
source

Queueing system

Queue

Service
mechanism

Served
customers

Customers/Packets are generated over time by an input source

The customers enter a queueing system.

A required service is performed in the service mechanism

Queuing system

Packet/Customers arrive at the queue at random times

The time between consecutive arrivals is referred to as the interarrival time

Random process modelled using an exponential distribution

The queue is where customers wait before being served

The system serving/processing the arriving queues is also a random process

modelled using some distribution

Again this system is analyzed using probability theory

Minimize the probability of Buffer overflow

Maximum arrival rate supported for fixed buffer size

Probability of Delay in packets