Part 1 - Stochastic processes
This lecture aims at reviewing basic statistics on stochastic variable and then introduce the concept of stochastic processes. We will discuss why it makes sense to use stochastic models to describe measurements, as well as look at how one can determine such models. To simplify, the online lectures have been divided in two parts each, which should be viewed one after the other.
Lecture
This lecture will only be offer as an online lecture. This first lecture should be covered by Nov 2.
Lecture: part 1 Download part 1
Lecture: part 2 Download part 2
The slides for the lectures are available here Download here.
Reading
The material covered in these lectures can be found in the book by Lindgren, Rootzén, and Sandsten which can be found here. The material is covered in Chapter 1 and 2.