Topics of week 2 are covered in the course book by the following chapters:

4.1, 4.2.1, 4.2.2, 4.2.3, 2.3.1, 2.4, 4.2.4, 4.3.1, 9.3, (4.3.2)

and the exercises:

4.1(-1), 4.2(0), 4.4(0), 4.6(0), X3(-1), 4.7(0), 2.11(0), 4.3(0), 4.5(0), X4(0), X5(-1), 4.9(0)

An mp4-video (10-20 minutes) with slides presents the topic, where the corresponding slides also are included as a separate pdf-file. A number of suitable exercises is listed.

The numbered exercises are found in the course book and the exercises X1, X2 … are found in additional exercises (exercises and solutions). Solutions of the course book exercises are found in the solutions manual. The exercises are marked with three levels: (-1) if you have forgotten some of the prior knowledge or need extra training, (0) to be computed by everyone, (+1) if you like challenges.

Introduction to spectral density: 4.1(-1), 4.2(0), 4.4(0)

Intro_spec_density.mp4 W2_intro_spec_density.pdf

Interpretation of spectral densities: 4.6(0), X3(-1), 4.7(0)

Interpret_spec_density.mp4 W2_interpret_spec_density.pdf

Random harmonic functions: 2.11(0), 4.3(0), 4.5(0)

Rand_harm_func.mp4 W2_rand_harm_func.pdf

Spectral density in discrete time: X4(0), X5(-1), 4.9(0)

Spec_dens_discproc.mp4 W2_spec_dens_discproc.pdf

Spectral estimation - the periodogram: (important knowledge for the coming computer exercises)

Est_spec_density.mp4 W2_est_spec_density.pdf