EC791 Linear Algebra and Stochastic Processes

Course Name: 

EC791 Linear Algebra and Stochastic Processes

Programme: 

M.Tech (VLSI)

Semester: 

First

Category: 

Programme Core (PC)

Credits (L-T-P): 

(4-0-0) 4

Content: 

Vector Spaces, Subspaces, Linear Independence, Span, Basis, Dimension, Linear Transformations, Orthogonal Transformations, Orthogonal projections, Matrix subspaces and orientation, Eigen decomposition, SVD, Least Squares , Pseudo inverse. Review of Probability theory and Random variables, Random vectors and moments, Stochastic Processes and Examples, stochastic processes and linear systems, Gaussian random process, spectral analysis of stationary processes, Power Spectral Densities, Stationarity and Ergodicity.

References: 

Gilbert Stran, Linear algebra and its applications, Thomson Brooks, 2006.
P Halmos, Finite Dimensional Vector Spaces, Springer, 1993
Edgar G. Goodaire, Linear Algebra: Pure & Applied, World Scientific, 2014
Dimitris P. Bertsekas, John N. Tsitsiklis, Introduction to Probability, 2nd Ed, Athena Scientific, 2008.
Alberto Leon-Garcia, Probability, Statistics, and Random Processes for Electrical Engineering, 3rd Ed, Addison-Wesley, 2008

Department: 

Electronics and Communication Engineering(ECE)
 

Contact us

Dr. T. Laxminidhi,  Professor and Head, 
Department of E&C, NITK, Surathkal
P. O. Srinivasnagar,
Mangalore - 575 025 Karnataka, India.

  • Hot line: +91-0824-2473046

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