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silabus singkat matakuliah program magister instrumentasi - ITB

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I.10. TF6214 Proses Stokastik<br />

Kode<br />

Kuliah<br />

TF6214<br />

Sifat kuliah<br />

Kelompok Kuliah<br />

Course Title<br />

(Indonesian)<br />

Nama Matakuliah<br />

Course Title<br />

(English)<br />

Nama Matakuliah<br />

Short Description<br />

Silabus ringkas<br />

Kredit :<br />

2 SKS<br />

Semester: 2<br />

Kuliah<br />

MK Dasar Engineering<br />

Proses Stokastik<br />

Stochastic Process<br />

KBK/Bidang<br />

Keahlian:<br />

Instrumentasi dan<br />

Kontrol<br />

Sifat:<br />

Wajib<br />

Arti probabilitas, aksioma probabilitas, ruang probabilitas,<br />

probabilitas bersyarat, Bernoulli trials, teorema asimptotis, fungsi<br />

dan variabel acak, fungsi karakteristik, variabel acak dua<br />

dimensi, estimasi kuadrat rata-rata, proses stasioner, sistem<br />

dengan masukan stokastik, spektrum daya, ergodicity, estimasi<br />

spektral, korelasi.<br />

References<br />

Acuan<br />

Probability theory, probability axiom, probability space,<br />

probability with constraint, Bernoulli trials, asymptotic theorem,<br />

random variable and function, characteristics function, two<br />

dimensional random variable, least-square estimation, stationary<br />

process, system with stochastic input, power spectrum,<br />

ergodicity, spectral estimation, correlation<br />

1. Papoulis A., Probability, Random Variables, and Stohastic<br />

Processes, 3 rd Edition, McGraw-Hill, 1991.<br />

2. Gardner, W.A, Introduction to Random Processes: With<br />

Application to Signals and Systems, Macmillan Pub. Co.,<br />

1986<br />

Silabus S2 PINK<br />

Tahun 2003/2004<br />

12

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