## EC791 Linear Algebra and Stochastic Processes

### Course Name:

EC791 Linear Algebra and Stochastic Processes

### Programme:

M.Tech (CE)

### 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)