Dept. of Mechanical and Automation Engineering
MEA 3020 Information Processing for Automation Course Outline
Fall 1998
Instructor
Ruxu Du, Ph.D.
Associate Professor (Visiting)
Dept. of Mechanical Engineering and Automation
Office: Rm. 230 Ho Sin Hang Engineering Building
Tel: 2609-8487
Email: rdu@mae.cuhk.edu.hk
Syllabus
Probability theory. Statistics. Representations of random processes. Linear system
analysis with random inputs. Continuous-time and discrete-time Wiener filtering.
Adaptive LMS filters. Principle of detection and its application to pattern recognition.
Lecture Outline
This lecture consists of two parts: (a) probability and statistics and (b) signal
processing. The first part of the course (before midterm) is an introduction to the
probability and statistics for engineers. It covers the following topics:
1. Introduction to probability, random events, samples, sample space, definition of
probability, additive rules, conditional probability and Bayes’ rule.
2. Counting and discrete probability distributions (Binomial distribution and Poisson
distribution)
3. Continues probability distributions (uniform distribution and Normal distribution)
4. Multivariate probability
5. Sampling and descriptive statistics,
6. Inferential statistics, hypothesis testing and linear regression.
The second half of the course switches to signal processing and detection. It covers the
following topices:
7. Linear systems with random inputs, time series
8. The basic principle of filters, digital filters and analog filters
9. LMS filters, Design of filters,
10. Introduction to detection, estimation and prediction
11. Introduction to pattern recognition.
Evaluations
Assignment:
Midterm exam:
Final exam:
10 x 3% = 30%
30%
40%
Textbook
K. S. Shanmugan, Random Signals: Detection, Estimation and Data Analysis, John
Wiley and Sons Ltd., New York, 1988.
References:
R. E. Walpole and R. H. Myers, Probability and Statistics for Engineers and Scientists,
5th ed. Macmillan Publishing Company, New York, 1993.
J. A. Cadzow, Foundations of Digital Signal Processing and Data Analysis, Macmillan
Pulsing Company, New York, 1987.