Finn Lindgren, Stochastic processes

These Matlab functions were developed for the courses in Stochastic processes 1995-2004.

Lab 1

Updated 2007-02-14

Lab 2

New files for 2004, not included in the compressed archives:

Update 2000-02-16: kovarians is much faster now.
Update 2002-02-11: Added compatibility with new IdentTB in spekgui
Update 2003-02-03: Changed the "ensure stability" formula in armagui, 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.