课程纲要-国立交通大学电子工程学系.DOC

交通大學 電子工程學系 電子研究所 「磐石課程」課程綱要 課程名稱：（中文） 　　　　　（英文） 開課單位 電子研究所 永久課號 IEE5620 學分數 3 必/選修 選修 開課年級 先修科目或先備能力： Must have had “Calculus I, II,” and “Principles of Communication Systems,” all undergraduate courses. 必須修過足夠之大學部「工程數學」(含線性代數、機率、常微分方程、複變函數)。例如：必須了解矩陣算(「線性代數」課程範圍)、機率的概念與相關運算(「機率與統計」課程範圍)“Engineering Mathematics” (including Linear Algebra, Probability, Ordinary Differential Equations, and Complex Variables). For example, must understand matrix computation and matrix decomposition (covered in “Linear Algebra” course), concept of probability and related operations (covered in “Probability and Statistics”), characteristics of solutions to linear constant-coefficient differential equations (covered in “Differential Equations”), concepts of complex variables and related operations (covered in “Complex Variables”), etc. 強烈建議修過大學部「訊號與系統」。 Strongly recommended to have taken the undergraduate course “Signals and Systems.” 課程概述與目標： This course is a fundamental course aiming at offering background knowledge needed in more advanced courses, such as Digital Communication, Detection and Estimation, Machine Learning, Mobile Communication. The emphasis is on introducing jointly Gaussian random variables, continuous- and discrete-time random signals and their classifications, statistical behavior analysis of wide-sense stationary signals in linear time-invariant systems (Wiener-Khinchin Theorem), and convergence properties of random sequences. Basic concepts in statistics and their applications to detection/estimation are also touched in this course. 課程大綱 單元主題 內容綱要 First topic offers a quick review to important concepts in probability and linear algebra that are frequently used in this course. Particularly, the focus is on the total probability theorem, conditional probability/expectation, Bayes rule, and eigen-decomposition of Hermitian matrices. Jointly Gaussian and complex Gaussian The topic introduces the notion of jointly Gaussian and its extension to complex Gaussian. The