Syllabus academic year 2011/2012
(Created 2011-09-01.)
STATIONARY STOCHASTIC PROCESSESFMSF10
Credits: 7,5. Grading scale: TH. Cycle: G2 (First Cycle). Main field: Technology. Language of instruction: The course will be given in English on demand. FMSF10 overlaps following cours/es: FMS045, FMS047 and MASC04. Optional for: C4, C4ks, C4ssr, D4, D4bg, D4ssr, E4, E4bg, E4ks, E4mt, E4pe, E4ssr, F4, F4bm, F4fm, F4ssr, I4, I4fir, L4, M4, MWIR1. Course coordinator: Prof Andreas Jakobsson, andreas.jakobsson@matstat.lu.se, Mathematical Statistics. Recommended prerequisits: A basic course in mathematical statistics and knowledge in complex and linear analysis. Assessment: Written exam, compulsory computer exercises and project report. Parts: 2. Further information: The course may not be included together with FMS045 or FMS047. Home page: http://www.maths.lth.se/matstat/kurser/fmsf10/.

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: Compendium in Stationary Stochastic Processes. Lund 2009.

Parts

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

Code: 0209. Name: Laboratory Work.
Higher education credits: 2,5. Grading scale: UG. Assessment: Computer exercises and projekt report.