National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)

Department of Electrical Engineering

Stochastic Systems
Course Code: EE-891 Semester: 1st
Credit Hours: 3+0 Prerequisite Codes: None
Instructor: Shahzad Younis Class: MS-EE 11(DSSP & DSSP)
Office: Room A-213, SEECS Telephone: +92-51-90852120
Lecture Days: Tu 1700–1750h, E-mail: muhammad.shahzad @seecs.edu.pk
Wed 1700–1850h
Class Room: Classroom 12 Consulting Hours: Tue (1600-1700), Wed (1500-1700)
Lab Engineer: - Lab Engineer Email: -
Knowledge Group: DSSP Updates on LMS: -

Course Description:
This course covers the fundamental tools of probabilistic modeling and random processes as they are useful for
communication, signal processing and control. The course introduces axiomatic definition of probability, set
theory, conditional probability, permutations and combinations, random variables, distribution functions,
probability density functions, mean, variance, characteristic functions, joint distributions, concepts of
stochastic process, correlation and covariance, Poisson process, Markov chain and Markov process.

Course Objectives:
The course objective is that its successful completion should develop understanding of random variables,
random processes and their applications in mathematical modeling for engineering problems. Further, it
should introduce students to the application of random variables in information theory. It should introduce
students to basic mathematical tools to distinguish random processes from chaotic processes.

Course Learning Outcomes (CLOs):

At the end of the course the students will be able to: PLO BT Level*
1. Describe the Basics of Probability Theory 1 C-2
2. Analyze Random Variables 2 C-4
3. Analyze Random Processes 2 C-4
* BT= Bloom’s Taxonomy, C=Cognitive domain, P=Psychomotor domain, A= Affective
domain
C-2= Describe, C-4=Analysis

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 National University of Sciences & Technology (NUST)
School of Electrical Engineering and Computer Science (SEECS)
Department of Electrical Engineering

Mapping of CLOs to Program Learning Outcomes

PLOs/CLOs CLO1 CLO2 CLO3

PLO 1 (Engineering Knowledge) 
PLO 2 (Problem Analysis)  
PLO 3 (Design/Development of Solutions)
PLO 4 (Investigation)
PLO 5 (Modern tool usage)
PLO 6 (The Engineer and Society)
PLO 7 (Environment and Sustainability)
PLO 8 (Ethics)
PLO 9 (Individual and Team Work)
PLO 10 (Communication)
PLO 11 (Project Management)
PLO 12 (Lifelong Learning)

Books:
Text Book:  Probability and Random Processes – With application to signal processing and communications,
Scott l. Miller, Donald G. Childers, Elsevier Academic Press
Reference  Alberto Leon-Garcia, Probability and Random Processes for Electrical Engineering, 2nd ed.,
Books: Addison-Wesley.
 Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer
Engineers, 2nd Ed., Roy D. Yates, David J. Goodman, Wiley.

Assessments
Quizzes: 10%
Assignments: 10%
OHT-1: 15%
OHT-2: 15%
End Semester Exam:50%
Total : 100 %

Main Topics to be Covered:

1. Introduction to probability theory
2. Random variables, Distributions and Density Function.
3. Operations on a Single Random Variable
4. Pairs of Random Variables
5. Multiple Random Variables
6. Random processes
7. Power Spectral Density

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 National University of Sciences & Technology (NUST)
School of Electrical Engineering and Computer Science (SEECS)
Department of Electrical Engineering

Tools / Software Requirement:

Mathworks Matlab R2013, Mathematica, LaTeX

Grading Policy:
Quiz Policy:  In order to give practice and comprehensive understanding of subject, in-class quizzes will
be given. Approximately 6 quizzes will be taken during the entire semester.
 There will be no retakes opportunities for quizzes.
 Quizzes will be unannounced and normally last for 10-15 minutes.
 The question framed is to test the concepts involved in current or previous lectures.
 There will be no best-of grading policy.
 Grading for quizzes will be on a scale of 0 to 10.
 A score of 10 indicates an exceptional attempt towards the answer and a score of 1
indicates your answer is entirely wrong but you made a reasonable effort towards the
solution. Scores in between indicate very good (8-9), good (6-7), satisfactory (4-5), and
poor (2-3) attempt. Failure to make a reasonable effort to answer a question scores a 0.
Assignment Policy:  In order to give practice and comprehensive understanding of subject, home assignments
will be given.
 All assignments will count towards the total (No ‘best-of’ policy). The students are
advised to do the assignment themselves. Copying of assignment is highly discouraged
and taken as cheating case and will be forwarded for disciplinary action. The questions in
assignment are more challenging to give students the confidence and extensive
knowledge about the subject and enable them to prepare for the exams.
Lab Conduct:  N/A
Plagiarism:  SEECS maintains a strict no tolerance plagiarism policy that applies for quizzes,
assignments, exams and any other assessment tools.
 While collaboration in this course is highly encouraged, you must ensure that you do not
claim other people’s work/ idea as your own. Plagiarism occurs when the words, ideas,
assertions, theories, figures, images, programming codes of others is presented as your
own work.
 You must cite and acknowledge all sources of information in your assignments.
 Failing to comply with the SEECS plagiarism policy will lead to strict penalties including
zero marks in assignments and report to the academic coordination office for disciplinary
action.

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