Mathematical Statistics: Stationary and Non-stationary Spectral Analysis

Utbildningsfakta

Kod: MASM26

<p>How to model the energy of a signal as a function of time and frequency?</p><p>Basic definitions. Continued study of AR (auto regressive), MA (moving average) and ARMA-processes. Line spectrum and parametric estimating methods. Sub space based techniques. Non-parametric spectral estimators, data-adaptive techniques and multi window techniques. Non-uniform sampling. Orientation about circular and non-circular processes. Spatial spectral analysis. Non-stationary signals. Spectrogram. Wigner-Ville distribution. Cohens class. Ambiguity-spectrum. Doppler-spectrum. Multi-window techniques for non-stationary signals. Orientation about bi-spectrum.</p><p>https://www.maths.lu.se/english/education/all-courses/courses-faculty-of-science/</p>

Behörighet

Knowledge corresponding to MASC04 Stationary Stochastic Processes, 7,5 ECTS, and MASM17 Time series analysis, 7,5 ECTS. English course 6/B (advanced proficiency).

Utbildningstillfällen

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• Mathematical Statistics: Stationary and Non-stationary Spectral Analysis

  Lund University

  Startdatum: 19 januari 2026

  Slutdatum: 22 mars 2026

  Studietakt: 50 %