Credits Lecture:2 Exercise:0 Experiment:0 / code:92008
Update lecture notes : 2006/12/20
Access Index :
- 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
4.2 Wigner distribution
4.3 Hilbert-Huang transform and Hilbert spectrum
- Textbook and reference
- Choen, ""Time-Frequency Analysis,"" Prentice Hall, 1995
- Related and/or prerequisite courses
- basics of mathematics
- Project and its presentation
- [Office Hours]
After the class (15:00-17:00, Monday)