menu

CECS Professional Skills Mapping

ENGN8538 — Probability and Stochastic Processes in Engineering

code: ENGN8538
name: Probability and Stochastic Processes in Engineering
unit value: 6
description: The objective of ENGN8538 is to provide the fundamentals and advanced concepts of probability theory and random process to support graduate coursework and research in electrical, electronic and computer engineering. The required mathematical foundations will be studied at a fairly rigorous level and the applications of the probability theory and random processes to engineering problems will be emphasised. The simulation techniques will also be studied and MATLAB will be used as a software tool for bridging the probability theory and engineering applications.

Topics include:
• Overview of elementary probability;
• Discrete and continuous random variables and their statistical properties;
• Important random variables and their applications;
• Functions of random variables;
• Statistical properties of multiple random variables;
• Random processes: Classification and characterisation;
• Properties of random processes: Stationarity, correlation function, power spectral density, spectral analysis;
• Special processes: such as Gaussian and Poisson;
• Overview of Markov process and applications;
• Estimation theory, MMSE estimation, performance comparison of estimators;
• Overview of detection theory;
• Simulation techniques: generation of random variable/process in MATLAB;
• Examples of applications from signal processing (e.g., Wiener filter), digital communications (e.g., analysis and simulation of coded digital communication system) and mechatronic systems (e.g. estimation in simultaneous localisation and mapping).
P&C: https://programsandcourses.anu.edu.au/course/ENGN8538
course learning outcomes:
  1. Apply the specialised knowledge in probability theory and random processes to solve practical engineering problems.
  2. Gain advanced and integrated understanding of the fundamentals of and interrelationship between discrete and continuous random variables and between deterministic and stochastic processes.
  3. Apply the fundamentals of probability theory and random processes to practical engineering problems, and identify and interpret the key parameters that underlie the random nature of the problems.
  4. Use the top-down approach to translate engineering system requirements into practical design problems.
  5. Create mathematical models for practical design problems and determine theoretical solutions to the created models.
  6. Analyse the performance in terms of probabilities and distributions achieved by the determined solutions.
  7. (LO7) Apply research skills to develop a thorough understanding of emerging engineering research problems beyond the scope of the course materials and critically analyse the recent research outcomes. (LO8) Professionally interpret and disseminate the design and results of engineering research problems to the audiences with different levels of background knowledge.
assessment:
  1. Assignments (15%)
  2. Computer Labs (6%)
  3. Term Project (9%)
  4. Midterm Exam (20%)
  5. Final Exam (50%)

Mapped learning outcomes

learning outcome1. KNOWLEDGE AND SKILL BASE2. ENGINEERING APPLICATION ABILITY3. PROFESSIONAL AND PERSONAL ATTRIBUTESassessment tasks
1.11.21.31.41.51.62.12.22.32.43.13.23.33.43.53.612345
  1. Apply the specialised knowledge in probability theory and random processes to solve practical engineering problems.
✓✓✓✓✓✓✓✓✓✓✓
  1. Gain advanced and integrated understanding of the fundamentals of and interrelationship between discrete and continuous random variables and between deterministic and stochastic processes.
✓✓✓✓✓✓✓✓✓✓✓✓
  1. Apply the fundamentals of probability theory and random processes to practical engineering problems, and identify and interpret the key parameters that underlie the random nature of the problems.
✓✓✓✓✓✓✓✓✓✓✓✓
  1. Use the top-down approach to translate engineering system requirements into practical design problems.
✓✓✓✓✓✓✓✓✓✓✓✓✓✓✓✓✓✓✓✓
  1. Create mathematical models for practical design problems and determine theoretical solutions to the created models.
✓✓✓✓✓✓✓✓✓✓✓✓✓✓✓✓
  1. Analyse the performance in terms of probabilities and distributions achieved by the determined solutions.
✓✓✓✓✓✓✓✓✓✓✓✓✓✓✓
  1. (LO7) Apply research skills to develop a thorough understanding of emerging engineering research problems beyond the scope of the course materials and critically analyse the recent research outcomes. (LO8) Professionally interpret and disseminate the design and results of engineering research problems to the audiences with different levels of background knowledge.
✓✓✓✓✓✓✓✓✓✓✓✓✓✓✓

Course contribution towards the Engineers Australia Stage 1 Competency Standard

This table depicts the relative contribution of this course towards the Engineers Australia Stage 1 Competency Standard. Note that this illustration is indicative only, and may not take into account any recent changes to the course. You are advised to review the official course page on P&C for current information..

1. KNOWLEDGE AND SKILL BASE
1.1
 
1.2
 
1.3
 
1.4
 
1.5
 
1.6
 
2. ENGINEERING APPLICATION ABILITY
2.1
 
2.2
 
2.3
 
2.4
 
3. PROFESSIONAL AND PERSONAL ATTRIBUTES
3.1
 
3.2
 
3.3
 
3.4
 
3.5
 
3.6
 

Engineers Australia Stage 1 Competency Standard — summary

1. KNOWLEDGE AND SKILL BASE
✓1.1Comprehensive, theory based understanding of the underpinning natural and physical sciences and the engineering fundamentals applicable to the engineering discipline.
✓1.2Conceptual understanding of the, mathematics, numerical analysis, statistics, and computer and information sciences which underpin the engineering discipline.
✓1.3In depth understanding of specialist bodies of knowledge within the engineering discipline.
✓1.4Discernment of knowledge development and research directions within the engineering discipline.
✓1.5Knowledge of contextual factors impacting the engineering discipline.
✓1.6Understanding of the scope, principles, norms, accountabilities and bounds of contemporary engineering practice in the engineering discipline.
2. ENGINEERING APPLICATION ABILITY
✓2.1Application of established engineering methods to complex engineering problem solving.
✓2.2Fluent application of engineering techniques, tools and resources.
✓2.3Application of systematic engineering synthesis and design processes.
✓2.4Application of systematic approaches to the conduct and management of engineering projects.
3. PROFESSIONAL AND PERSONAL ATTRIBUTES
✓3.1Ethical conduct and professional accountability.
✓3.2Effective oral and written communication in professional and lay domains.
✓3.3Creative, innovative and pro-active demeanour.
✓3.4Professional use and management of information.
✓3.5Orderly management of self, and professional conduct.
✓3.6Effective team membership and team leadership.

Updated:  18 February 2021/ Responsible Officer:  Dean, CECS/ Page Contact:  CECS Academic Education Services