First lecture is Tuesday 3 September 10.00 am in room EA.
Course Programme pdf-file, ps-file.
Lecture notes for Lectures 11-14 on "Complement on Digital Spectral Analysis and Optimal Filtering: Theory and Exercises" authored by Mats Viberg pdf-file, ps-file.
Notes from Lecture 12 pdf-file, ps-file.
Notes from Lecture 13 pdf-file, ps-file.
Solutions to Exercises.
Student representatives for the course are Fredrik Rolff firstname.lastname@example.org, Georgios Tolikas email@example.com and Tingxiao Yang 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 2013.
Link to MVE170/MSG800 Basic Stochastic Processes, 7.5 credits, 2nd Quarter Fall 2013.
Patrik Albin (Associate Professor) is mainly responsible for the course. Welcome to contact Patrik for more information about the course.