These Matlab functions were developed for the courses in Stochastic processes 1995-2004.
initmstat matlab fms045mas210to access the files.
New files for 2004, not included in the compressed archives:
kovarians is much faster now.
Update 2002-02-11: Added compatibility with new IdentTB in
Update 2003-02-03: Changed the "ensure stability" formula in
contribution by Fredrik Nordström
Update 2004-02-24: Added new files by Anders Malmberg and Fredrik Nordström
The data used in the exercise are:
If you experience any trouble with the
.mat files, try
opening the following plain text versions and use "Save As". Then
follow these instructions.