Syllabus academic year 2009/2010
(Created 2009-08-11.)
STATIONARY STOCHASTIC PROCESSESFMS045

Higher education credits: 6. Grading scale: TH. Level: G2 (First level). Language of instruction: The course will be given in Swedish. FMS045 overlap following cours/es: MAS210, MAS210, MASC04, FMSF10, MAS210, MASC04, FMSF10, MAS210 och MASC04. Compulsory for: Pi2. Alternative for: I3. Optional for: C4, C4ks, C4sst, D4, D4ks, D4sst, E4, E4bg, E4ks, E4mt, E4pe, E4ss, I4fi, MWIR1. Course coordinator: Maria Sandsten, sandsten@maths.lth.se, Matematisk statistik. Recommended prerequisits: A basic course in mathematical statistics and knowledge in complex and linear analysis. Assessment: Written exam and compulsory computer exercises. Parts: 2. Further information: The course may not be included together with ??2014. Home page: http://www.maths.lth.se/matstat/kurser/fms045/.

Aim
The student shall aquire a toolbox containing concepts and models for description and handling of stationary stochastic processes within many different areas, such as, signal processing, automatic control, information theory, economics, biology, chemistry, and medicine. The mathematical and statistical elements are therefore illustrated using a wide variety of examples from different areas of application.

The course shall also give the student the ability to identify the presence of stationary processes in other courses in the education, use the knowledge of stationary processes in other courses, and translate the concepts and tools between different courses, building on stationary processes.

Knowledge and understanding
For a passing grade the student must

Skills and abilities
For a passing grade the student must

Judgement and approach
For a passing grade the student must

Contents

Literature
Lindgren, G & Rootzén, H: Stationära stokastiska processes. Lund 2003.

Parts

Code: 0109. Name: Examination.
Higher education credits: 5. Grading scale: TH. Assessment: Written examination.

Code: 0209. Name: Laboratory Work.
Higher education credits: 1. Grading scale: UG. Assessment: Computer exercises.