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MVE136 Random Signals Analysis, 7.5 credits, 1st Quarter Fall 2011

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.

Old exams.

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 and Yonas Hagos Yitbarek

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.

Personal homepage:
Telephone: 031 / 772 3512
Fax: 031 / 772 3508
Room: L3072
Adress: Matematisk Statistik, CTH & GU, 412 96 Göteborg, Sweden