First lecture is Thursday 1 September 10.00 am in room HC1.
Note that the new MVE136 course replaces the old MVE135 course: The difference between the two is that the new course has a somewhat larger stochastic process and applied signal analysis content at the expense of a smaller probability content as compared with the older course. In particular, Chapter 9 on Markov Processes in the book by Miller and Childers is included in the MVE136 course which it was not in the MVE135 course.
Course Programme pdf-file, ps-file.
Lecture notes on "Complement on Digital Spectral Analysis and Optimal Filtering: Theory and Exercises" authored by Mats Viberg pdf-file, ps-file.
Solutions to Exercises.
Permitted aids on the written exam are either two A4-sheets (4 pages) of hand-written notes (xerox-copies and/or computer print-outs are not allowed) or Beta (but not both these aids).
Course representatives for the course are Ambissa Terefe Solomon email@example.com and Yonas Hagos Yitbarek firstname.lastname@example.org.
Additional information about the course can be found at Chalmers Student Portal.
Link to TMS165/MSA350 Stochastic Calculus Part I, 7.5 credits, 1st Quarter Fall 2011.
Link to MVE170/MSG800 Basic Stochastic Processes, 7.5 credits, 2nd Quarter Fall 2011.
Patrik Albin (Associate Professor) is mainly responsible for the course. Welcome to contact Patrik for more information about the course.