ECE 776

Electromagnetic Scattering from Random Media

Undergraduate 3 unit(s) T. Field The principle themes are to characterize the time evolution of the scattered field in terms of stochastic differential equations, and to illustrate this framework in simulation and experimental data analysis. The physical models contain all correlation information and higher order statistics, which enable radar and laser scattering experiments to be interpreted. An emphasis is placed on the statistical character of the instantaneous fluctuations, as opposed to ensemble average properties. This leads to various means for detection, which have important consequences in radar signal processing and statistical optics. There are also significant connections with ideas in mathematical finance that can be applied to physics problems in which non-Gaussian noise processes play an essential role.

ECE 760

Stochastic Processes

Undergraduate 3 unit(s) T. Field Concepts of probability, logical relations, conditional probability and expectation, Bayes theorem, Bayesian statistics, central limit theorem; continuous random variables, correlation and higher order statistics; theory of distributions: moments, heavy tailed distributions, Cauchy distribution, characteristic functions, stability / infinite divisibility; Markov property, principles of stationarity, ergodicity; power spectral density and auto-correlation; population dynamics, birth-death-immigration processes, the Poisson process; diffusion processes, the Fokker-Planck equation; Brownian motion and the Wiener process; introduction to stochastic differential equations.

ECE 704

Advanced Engineering Mathematics

Undergraduate 3 unit(s) This course is on the survey of a number of mathematical methods of importance in engineering modeling and analysis. The course coversorthogonal function expansions, Fourier series, discrete and continuous Fourier transforms, generalized functions and sampling theory, complex variables, functions and complex integration, Laplace, Z, and Hilbert transforms. Also includes computational Fourier analysis, applications to linear systems, waves, and signal processing and differential or partial differential equations.

ElecEng 3FK4

Electromagnetics 2

Undergraduate Time-varying fields, uniform plane waves, reflection and transmission, dispersion, transmission lines and impedance matching, waveguides, elements of theory of radiation and antennas. Three lectures, one tutorial, one lab every other week; first term Prerequisite(s): ELECENG 2FH3 or 2FH4 or ENGPHYS 2A04

ElecEng 3TQ3 (C02)

Advanced Probability and Random Processes

Undergraduate Probability theory; random variables; expectations; random processes; autocorrelation; power spectral densities. Three lectures, one tutorial; first term Prerequisite(s): MATH 2Z03 Antirequisite(s): COMMERCE 2QA3, ELECENG 3TQ4