PROBABILITY AND STOCHASTIC PROCESSES
Academic year2016/17
CourseROBOTICS AND AUTOMATION ENGINEERING
Code455AA
Credits6
PeriodSemester 1
LanguageItalian
Modules | Area | Type | Hours | Teacher(s) |
PROBABILITÀ E PROCESSI STOCASTICI | MAT/06 | LEZIONI | 60 | |
Programma non disponibile nella lingua selezionata
Knowledge
Students are expected to acquire:
- basic knowledge or Probability
- basic knowledge of integration of random variables
- methods of second order stationary stochastic processes
- practical knowledge of Markov chains and queuing theory
Assessment criteria of knowledge
In the written exam (2 hours, 3 exercises), the student must demonstrate his/her knowledge of the course material and his/her ability to solve related exercises.
During the oral exam the student must be able to demonstrate his/her knowledge of the course material and be able to discuss the reading matter thoughtfully and with propriety of expression.
Methods:
- Final oral exam
- Final written exam
Further information:
Written exam 50%, oral exam 50%.
Teaching methods
Delivery: face to face
Learning activities:
- attending lectures
- individual study
Attendance: Advised
Teaching methods:
Syllabus
Basic properties of Probability, conditioning and independence.
Discrete random variables and r.v. with density; independence of r.v.
Expectation and moments, operations on densities.
Stationary stochastic processes: Discrete Time Fourier transform and ergodic theorem.
Finite states Markov Chains and queuing theory.
Bibliography
Recommended reading includes Lecture Notes written by prof. Franco FLandoli (Pisa University).
Updated: 14/11/2016 17:27