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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:
- Using mathematical and statistical methods to process randomly varying signals, disturbances and noise.
- Estimating 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.
- Being 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
Duration
- Full-time
- 2 months
Start dates & application deadlines
- Starting
- Apply before
-
Language
English
TOEFL® IBT 90
PTE Academic 62
IELTS 6.5
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- 4.9/5 student rating
Credits
7 ECTS
- 7.5 credits
Delivered
On Campus
Campus Location
- Luleå, Sweden
Disciplines
General Engineering & TechnologyWhat students do after studying
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Academic requirements
We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.
English requirements
TOEFL® IBT 90
PTE Academic 62
IELTS 6.5
Prepare for Your English Test
Cathoven AI IELTS Preparation AI-powered IELTS feedback. Clear, actionable, and tailored to boost your writing & speaking score. No credit card or upfront payment required.
- Trusted by 300k learners
- 98 accuracy using real exam data
- 4.9/5 student rating
Other requirements
General requirements
- This course is for IT professionals who want to deepen their knowledge in IoT-based industrial automation and digitization.
- Requirements: basic knowledge in programming, good knowledge in English.
Student Insurance via Studyportals Partner
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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.
Tuition Fees
Living costs
Luleå
Sweden
6830 - 11280 SEK / month
The living costs include the total expenses per month, covering accommodation, public transportation, utilities (electricity, internet), books and groceries.
Funding
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