Authorised by Academic Registrar, April 1996
Objectives The objective of this subject is to provide computational and experimental skills to analyse basic systems with random inputs and to develop an approach to analyse random data. An emphasis will be made on understanding rather than just using formulas.
Synopsis An introduction to stochastic theory and its applications to time series of single and multiple variables. Frequency and time domain analysis will be examined. The lecturer will emphasise practical computation using Matlab software. This subject is a prerequisite for MEC5408 (Advanced random data analysis).
Assessment Examinations: 75% + Tutorials: 15% + Laboratory: 10%