Course syllabus

As the course is digitally tutored on distance there will likely be a few changes of this course home page during the course.
If such a change is of importance students will be alerted by Canvas message about it asap.


Introduction Zoom meeting

Tuesday 1 September 10.00 AM Password: 469527

Course PM

Course PM pdf-file.

Lecture program

The pdf's for Lectures 1-10 below are Patrik Albin's personal handwritten manuscripts for these lectures and therefore albeit arguably clearly elligble are not typographically perfected etc. See the theoretical summaries for Lectures 1-10 below for typeset material that has been typographically elaborated on.

Week 1: Lecture 1 (on Chapter 2 in book) as pdf and movie. Lecture 2 (on Chapter 3 in book) as pdf and movie.

Week 2: Lecture 3 (on Chapter 4 in book) as pdf and movie. Lecture 4 (on Chapter 5 in book) as pdf and movie.

Week 3: Lectures 5-6 (on Chapter 8 in book) as pdf and movie part 1, movie part 2.

Week 4: Lectures 7-8 (on Chapter 9 in book) as pdf and movie.

Week 5: Lecture 9 (on Chapter 10 in book) as pdf and movie. Lecture 10 (on Chapter 11 in book) as pdf and movie.

Week 6: Lecture 11 (on Viberg lecture notes) L11-1.pdf  and movie and L11 Summary.pdf.  Lecture 12 (on Viberg lecture notes) Slides: L12-1.pdf,  movie, blackboard notes and Summary L12.pdf.

Week 7: Lecture 13 (on Viberg lecture notes) Lecture13.pdf,  movie and  L13 blackboard notes. Lecture 14 (on Viberg lecture notes) L14.pdf Blackboard notes  movie.

Handouts etc

Nota bene: Some material in the theoretical summaries of Lectures 1-10 below is somewhat more ambitious in terms of rigour etc than is the book, but regarding the scope of the written exam it is the book that rules.

Theoretical summary of Lectures 1-4 on probability theory authored by Patrik Albin pdf-file.

Theoretical summary of Lectures 5-8 on random processes authored by Patrik Albin pdf-file.

Theoretical summary of Lectures 9-10 on LTI systems authored by Patrik Albin pdf-file.

Lecture notes for Lectures 11-14 on "Complement on Digital Spectral Analysis and Optimal Filtering: Theory and Exercises" authored by Mats Viberg pdf-file.


Link to Solutions to Exercises.

Test exam pdf-file.

Zoom consultation meetings

The link to consultation meetings:

Password: 563879

Week 2: Tuesday 8 September 10.00 AM.

Week 3: Tuesday 15 September 10.00 AM.

Week 4: Tuesday 22 September 10.00 AM.

Week 5: Tuesday 29 September 10.00 AM.

Week 6: Tuesday 6 October 10.00 AM.

Week 7: Tuesday 13 October 10.00 AM.

Week 8: Tuesday 20 October 10.00 AM.


Links to tutorial sessions on laborations scheduled on 10 AM Friday 9 October and Friday
23 October:

laboration 1:
Password: 367033

laboration 2:
Password: 670942

Link to Laborations.

Student representatives

Victor Pettersson .

Chandrika Naga Laxmi Prasunamba Uppalapa .

Josefine Åberg .

Old Exams



Link to more old exams.


The schedule of the course is in TimeEdit.

Additional information about the course can be found at Chalmers Student Portal.



Course summary:

Date Details Due