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Overview
At the end of the Stochastic signals course offered by Luleå University of Technology, you will be able to:
- Stochastic variables, functions of stochastic variables, distribution functions, density functions.
- Expected values and moments, stochastic vectors, central limit value theorem.
- Parameter estimation, Maximum Likelihood estimation, linear estimation.
- Minimum mean squared error (MMSE) estimation, linear MMSE estimation, statistical orthogonality.
- Bayesian decision theory, hypothesis testing and detection, likelihood ratio test.
- Stochastic sequences, stochastic processes, stationary.
- Autocorrelation, cross-correlation.
- Linear time-invariant systems and weakly stationary sequences and processes, filtering random signals.
- Spectral density, white noise.
- Ergodicity, Wiener filter, spectral estimation.
Programme Structure
The program focuses on:
- Use mathematical and statistical methods to process randomly varying signals, disturbances and noise.
- Estimate random parameters, estimate signals and parameters from noise, separate random composite signals, calculate estimation errors, calculate the statistical effect of linear time-invariant systems on random signals, develop detectors for noise signals, calculate and estimate the spectral content of random signals.
- Students should be able to implement, evaluate, and analyze the above concepts in Matlab, as well as present and demonstrate the results in written group reports.
Key information
Start dates & application deadlines
We did our best, but couldn't find the next application deadline and start date information online.
More details
- According to the agreement.
Language
English
Credits
7 ECTS
- 7.5 credits
Delivered
On Campus
Disciplines
General Engineering & TechnologyAcademic requirements
We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.
English requirements
We are not aware of any English requirements for this programme.
Student insurance
Make sure to cover your health, travel, and stay while studying abroad. Even global coverages can miss important items, so make sure your student insurance ticks all the following:
- Additional medical costs (i.e. dental)
- Repatriation, if something happens to you or your family
- Liability
- Home contents and baggage
- Accidents
- Legal aid
We partnered with Aon to provide you with the best affordable student insurance, for a carefree experience away from home.
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Remember, countries and universities may have specific insurance requirements. To learn more about how student insurance work at Luleå University of Technology and/or in Sweden, please visit Student Insurance Portal.
Other requirements
General requirements
- IT professionals who want to deepen their knowledge in IoT-based industrial automation and digitization.
- Basic knowledge in programming.
- Good knowledge in English.
Tuition Fee
To always see correct tuition fees
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International
12000 SEK/fullTuition FeeBased on the tuition of 12000 SEK for the full programme -
EU/EEA
12000 SEK/fullTuition FeeBased on the tuition of 12000 SEK for the full programme
Living costs for Luleå
6830 - 11280 SEK /month
Living costs
The living costs include the total expenses per month, covering accommodation, public transportation, utilities (electricity, internet), books and groceries.
Funding
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