Course Syllabus for

Stationary and Non-stationary Spectral Analysis
Stationär och icke-stationär spektralanalys

FMSN35F, 7.5 credits

Valid from: Spring 2014
Decided by: FN1/Anders Gustafsson
Date of establishment: 2014-02-27

General Information

Division: Mathematical Statistics
Course type: Course given jointly for second and third cycle
The course is also given at second-cycle level with course code: FMSN35
Teaching language: English


This course is aimed at those who want to broaden and deepen their knowledge in statistical signal processing and expand their toolkit with more advanced techniques. The course lies on the border between statistics and signal processing and builds on the classical non-parametric methods that are well-known and taught in courses like Stationary stochastic processes or Optimal signal processing. Since these methods are not always sufficient we need more advanced techniques in many application areas, e.g. communication or medicine. Hence, the course covers more statistically robust methods that have become increasingly used in recent years, e.g. time-frequency analysis, which is a modern method for analysis of non-stationary signals and processes. The research in this area has expanded during the last 20 years, making this a commonly used tool. Many applications will be presented in the course and the participants will work with real world data.


Knowledge and Understanding

For a passing grade the doctoral student must

Competences and Skills

For a passing grade the doctoral student must

Course Contents

Basic definitions. Extended studies of AR (auto regressive), MA (moving average) och ARMA-processes. Linespectra and parametric estimation methods. Noise-space based techniques. Non-parametric spectral estimators, data-adaptive techniques and multitaper methods. Non-uniform sampling. Orientation of circular and non-circular processes. Spatial spectral analysis. Non-stationary processes. Spectrogram. Wigner-Ville distribution. Cohen class. Ambiguity spectrum. Multitaper techniques for non-stationary signals. Orientation about bispectrum.

Course Literature

Sandsten, M.: Lecture notes: Time-frequency analysis. 2011.

Instruction Details

Types of instruction: Lectures, exercises, project

Examination Details

Examination formats: Written report, written assignments, seminars given by participants
Grading scale: Failed, pass

Admission Details

Course Occasion Information

Contact and Other Information

Course coordinators:

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