Entry requirements

120 credits in Science and Technology including Probability and Statistics. Proficiency in English equivalent to the Swedish upper secondary course English 6.

Learning outcomes

On completion of the course, the student should be able to:

• perform calculations with expectations and covariances in stationary processes;
• calculate relationship between covariance properties in the time domain and spectral properties in the frequency domain;
• carry out calculations with linear filters (AR and MA);
• perform simple inference for stationary processes for example estimation of spectrum, filtering;
• suggest appropriate stochastic models of processes that appear in technical applications and carry out prediction.

Content

stationary processes (introduction, definitions); the spectral description; normal processes; filtering (linear systems, filter and cross spectrum); inference for stationary processes; applications (filtering; prediction). advanced case studies where the course content is applied on problems from technology or natural sciences.

Instruction

Lectures, problem-solving sessions, possibly laboratory sessions. Guest lecture.

Assessment

Assignments (4.5 credits) and computer lab (0.5 credits).

If there are special reasons for doing so, an examiner may make an exception from the method of assessment indicated and allow a student to be assessed by another method. An example of special reasons might be a certificate regarding special pedagogical support from the disability coordinator of the university.