LU / (NF) - (LTH) / MatCent / Course / Fms045

Stationary Stochastic Processes

Official Course Description

LTH Course Description (SV) LTH Course Description (EN)

Description

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.

Current Sessions

VT2 : Industrial Engineering and Management

Finished Sessions

Course Information

LTH Code:	FMS045
Credits:	6.0
Level:	Upper Basic Level
Language:	Swedish

Prerequisites

Mathematics - Systems and Transforms (Mandatory) Mathematical Statistics, Basic Course (Alt Mandatory) Mathematical Statistics, Basic Course (L,V) (Alt Mandatory) Mathematical Statistics, Basic Course (M) (Alt Mandatory) Mathematical Statistics, Basic Course (W) (Alt Mandatory) Mathematical Statistics (Alt Mandatory) Mathematical Statistics (B,K,N,BME) (Alt Mandatory)

Following courses

Statistical Genetics Stationary Stochastic Processes, Project International Project Course-Mathematical Modelling Financial Statistics Monte Carlo methods for stochastic inference Non-linear Time Series Analysis Statistical image analysis Time series analysis

CEQ

CEQ - Stationary Stochastic Processes

Questions: webmaster
Last update: 2013-04-10

Centre for Mathematical Sciences, Box 118, SE-22100, Lund. Telefon: +46 46-222 00 00 (vx)