- Lecturer
- Morikawa Hitoshi
- Place
- Mon5-6
- Credits
- Lecture2 Exercise0 Experiment0
- Code
- 92008
- Syllabus updated
- 2006/12/20
- Lecture notes updated
- 2006/12/20
- Access Index
-
- Semester
- Fall Semester
Outline of lecture
This course discusses the basic theory of probability and stochastic process with some applications to the earthquake engineering.
The grading policy is based on a project and its presentation.
Topics include introduction to the probability and stochastic process, basic idea of time-frequency analysis, and application to the earthquake engineering.
Purpose of lecture
To understand the basics of probability theory, stationary and non-stationary stochastic processes, and time-frequency analysis. Furtermore, as an application of the theory of stationary stochastic process, the students may understand how to estimate the phase velocity of microseisms obtained from an array observation.
Plan of lecture
1. Basics of probability theory
2. Stationary stochastic process
3. Spatial auto-correlation (SPAC) method to estimate the phase velocity of microtremors
4. Introduction to Time-frequency analysis
4.1 Spectrogram
4.2 Wigner distribution
4.3 Hilbert-Huang transform and Hilbert spectrum
7. Project
8. Presentation
Textbook and reference
Choen, ""Time-Frequency Analysis,"" Prentice Hall, 1995
Related and/or prerequisite courses
basics of mathematics
Evaluation
Project and its presentation
Supplement
[Office Hours]
After the class (15:00-17:00, Monday)
