Stochastic Signals and Systems

Subject ELEN30002 (2010)

Note: This is an archived Handbook entry from 2010.

Credit Points: 12.50
Level: 3 (Undergraduate)
Dates & Locations:

This subject has the following teaching availabilities in 2010:

Semester 1, Parkville - Taught on campus.
Pre-teaching Period Start not applicable
Teaching Period not applicable
Assessment Period End not applicable
Last date to Self-Enrol not applicable
Census Date not applicable
Last date to Withdraw without fail not applicable

Timetable can be viewed here. For information about these dates, click here.
Time Commitment: Contact Hours: 36 hours lectures and 12 tutorials and 12 hours of practical classes
Total Time Commitment: 120 hours

431-221 Fundamentals of Signals and Systems and 431-201 Engineering Analysis A (prior to 2001, 421-204 Engineering Analysis A) and 431-202 Engineering Analysis B (prior to 2001, 421-205 Engineering Analysis B) or equivalent.

Corequisites: None
Recommended Background Knowledge: None
Non Allowed Subjects: 620-201 probability
Core Participation Requirements: For the purposes of considering request for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements of this entry. The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website:


Assoc Prof Girish Nair


Melbourne School of Engineering
Building 173, Grattan Street
The University of Melbourne
VIC 3010 Australia
General telephone enquiries
+ 61 3 8344 6703
+ 61 3 8344 6507
+ 61 3 9349 2182
+ 61 3 8344 7707
Subject Overview:

This subject builds on the concepts developed in 431-221 Fundamentals of Signals and Systems. It aims to give students basic skills in the modelling and analysis of stochastic signals and systems for the analysis and design of modern telecommunication systems and control systems.

Topics include basic concepts: introduction to probability concepts; discrete and continuous random variables, and their distributional properties and moments; transformation of random variables; simulation of random variables; sums of random variables and central limit theorem; random signals in communications: random processes; stationarity; models of stochastic signals used in communications system analysis, including Gaussian processes, signal spectra and power spectral density; linear communication and control systems with stochastic inputs; poisson process; stimulation of communcation systems.


On completing this subject the student should be able to:

  • Define fundamental probabilistic concepts such as the axioms of probability, random variables, independence, expectation and stochastic processes;
  • List several important distribution functions and explain why they are significant;
  • Use the laws of large numbers, the central limit theorem, and inequalities to approximate and bound probabilities;
  • Analyse probabilistic models of engineering systems;
  • Formulate probabilistic models for engineering systems;
  • Use software tools (e.g. MATLAB) to simulate stochastic models of engineering systems.
  • Assignments: 10%
  • Laboratory reports: 20%
  • Tests: two midsemester tests worth 5% each
  • Final written Examination: 60%, with hurdle requirement.
Prescribed Texts: Leon-Garcia, Probability and Random Processes for Electrical Engineering
Breadth Options:

This subject is not available as a breadth subject.

Fees Information: Subject EFTSL, Level, Discipline & Census Date
Generic Skills:
  • Ability to apply knowledge of basic science and engineering fundamentals

  • Ability to communicate effectively, not only with engineers but also with the community at large

  • In-depth technical competence in at least one engineering discipline

  • Ability to undertake problem identification, formulation and solution

  • Ability to utilise a systems approach to design and operational performance

  • Ability to function effectively as an individual and in multi-disciplinary and multi-cultural teams, with the capacity to be a leader or manager as well as an effective team member

  • Expectation of the need to undertake lifelong learning, capacity to do so

  • Capacity for independent critical thought, rational inquiry and self-directed learning

  • Intellectual curiosity and creativity, including understanding of the philosophical and methodological bases of research activity

  • Openness to new ideas and unconventional critiques of received wisdom

  • Profound respect for truth and intellectual integrity, and for the ethics of scholarship


Credit may not be obtained for both 431-325 Stochastic Signals and Systems and 620-201 Probability.

Related Course(s): Bachelor of Engineering (Computer Engineering)
Bachelor of Engineering (Computer Engineering)/Bachelor of Science
Bachelor of Engineering (Computer) and Bachelor of Arts
Bachelor of Engineering (Electrical Engineering)
Bachelor of Engineering (Electrical Engineering)/Bachelor of Science
Bachelor of Engineering (Electrical) and Bachelor of Arts
Bachelor of Engineering (Electrical) and Bachelor of Commerce
Bachelor of Engineering (Electrical) and Bachelor of Laws
Bachelor of Engineering (Electrical) and Bachelor of Science
Bachelor of Engineering (EngineeringManagement) Computer
Bachelor of Engineering (EngineeringManagement) Electrical
Bachelor of Engineering (IT) Computer Engineering
Bachelor of Engineering (IT) Electrical Engineering
Postgraduate Certificate in Engineering

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