Random phenomena

Holders: Prof. Govekar Edvard

Executants: Assist. Jeromen Andrej

Subject description

Prerequisites:

Matematics knowledge including: theory of sets, function limit, function integration and differentiation, Integral as a function of the upper limit and its differentiation, Fourier series and Fourier transformation.

Content (Syllabus outline):

Introduction: examples of random phenomena and the problem of variability in the engineering, experiments and randomness of experiment outcomes, events.

Probability: relations and event probabilities; random variables and probability distributions, functions of random variables; means and moments of random variables.

Technical statistics: important statistics, properties and probability distributions of statistics; point estimates; methods for determining estimates; interval estimates; statistical hypotheses, tests and deduction; errors of deduction; goodness-of-fit tests, tests for dependence and homogeneity; analysis of variance; function estimates: parametric and non-parametric regression.

Random processes: examples of random processes; moments and characteristics; stationariness and ergodicity; linear transforms of random processes, autocorrelation function, spectral density, coherence function, examples of random process characterisation.

Objectives and competences:

Goals:

  • to introduce the concepts of variability, description, characterisation and interpretation of random data
  • to acquaint the students with the concept of probability and the basic statistical methods for the description and characterisation of random data
  • to equip the students with the basic knowledge for the analysis, description, characterisation and interpretation of experimental data
  • using the Matlab environment

Competences:

  • the ability to analyse, characterise and interpret variable random data
  • the ability to conduct linear analysis and characterise sensor signals
  • using the methods of technical statistics for the description, analysis, characterisation, design and planning of products, technical systems and processes

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