Course syllabus

Stationära stokastiska processer
Stationary Stochastic Processes

FMSF10, 7,5 credits, G2 (First Cycle)

Valid for: 2012/13
Decided by: Education Board 1
Date of Decision: 2012-03-27

General Information

Elective Compulsory for: MWIR1
Elective for: C4, C4-ks, C4-ssr, D4, D4-bg, D4-ssr, E4, E4-ks, E4-mt, E4-pe, E4-bg, E4-ssr, F4, F4-ssr, F4-bm, F4-fm, I4, I4-fir, L4, M4
Language of instruction: The course will be given in English on demand


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.

Learning outcomes

Knowledge and understanding
For a passing grade the student must

Competences and skills
For a passing grade the student must

Judgement and approach
For a passing grade the student must


Examination details

Grading scale: TH
Assessment: Written exam, compulsory computer exercises and project report.

Code: 0109. Name: Examination.
Credits: 5. Grading scale: TH. Assessment: Written examination.
Code: 0209. Name: Laboratory Work.
Credits: 2,5. Grading scale: UG. Assessment: Computer exercises and projekt report.


Required prior knowledge: A basic course in mathematical statistics and knowledge in complex and linear analysis.
The number of participants is limited to: No
The course overlaps following course/s: FMS045, FMS047, MASC04

Reading list

Contact and other information

Course coordinator: Prof Andreas Jakobsson,
Director of studies: Studierektor Anna Lindgren,
Course homepage:
Further information: The course may not be included together with FMS045 or FMS047.