Description

Probability theory and stochastic models. Probability and random variables, probability distributions and densities. Conditional probability and densities. Functions of random variable. Expectations and moments of random variables Conditional expectations. Gaussian random vectors, linear operators of Gaussian random variables. Estimation with static linear Gaussian system models. Markov chains. Stochastic process and linear dynamic system models. Error analysis and computer related problems. Numerical Methods. Numerical methods in matrix algebra. Curve fitting. Optimization techniques.

Program

M.Sc. in Electrical and Control Engineering

Objectives

The student should become acquainted with: various methodologies for solving mathematical problems related to stochastic processes, numerical methods, curve fitting and optimization.

Textbook

Data will be available soon!

Course Content

content serial	Description
1	Probability theory and stochastic models.
2	Probability distribution and density.
3	Conditional probability and densities.
4	Function of Random variables.
5	Gaussian random.
6	Markov chains.
7	Stochastic process and linear dynamic system models.
8	Numerical Methods and computer application in solving mathematical problem.
9	Numerical methods in matrix algebra.
10	Optimization techniques, Linear programming.
11	Optimization techniques, Linear programming.
12	Quadratic programming.
13	Application of optimization in Curve fitting.
14	Dynamic optimization.
15	Estimation with static linear Gaussian system models.
16	Final Exam.
1	Probability theory and stochastic models.
2	Probability distribution and density.
3	Conditional probability and densities.
4	Function of Random variables.
5	Gaussian random.
6	Markov chains.
7	Stochastic process and linear dynamic system models.
8	Numerical Methods and computer application in solving mathematical problem.
9	Numerical methods in matrix algebra.
10	Optimization techniques, Linear programming.
11	Optimization techniques, Linear programming.
12	Quadratic programming.
13	Application of optimization in Curve fitting.
14	Dynamic optimization.
15	Estimation with static linear Gaussian system models.
16	Final Exam.

Markets and Career

Generation, transmission, distribution and utilization of electrical power for public and private sectors to secure both continuous and emergency demands.
Electrical power feeding for civil and military marine and aviation utilities.
Electrical works in construction engineering.

Degree Master
Code: EE703
Credit hrs: 3
Prequisites: None

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Advanced Engineering Mathematics