Stochastic signals and processes (elective 1.a)


Recommended prerequisite for participation in the module

Knowledge of probability theory

Content, progress and pedagogy of the module

Learning objectives


Students who complete the module:

  • Have knowledge of stochastic processes in general
  • Can describe stochastic processes and their application as models for real signals
  • Can explain the defining properties of various stochastic process models
  • Can identify the analytical tools for studying random phenomena in engineering systems
  • Demonstrate understanding of the concepts, theories and techniques for estimating parameters of discrete stochastic processes
  • Have knowledge about cross- and auto-correlation of stochastic processes
  • Have knowledge about power spectral analysis of stationary stochastic processes and can estimate the power spectral density of discrete stochastic processes and understand the limitations in this estimation


  • Can apply the theory of stochastic processes to model real phenomena
  • Can analyze and characterize appropriate stochastic process models for a given problem
  • Can apply methods for power spectral analysis and filtering to biomedical signals that can be modeled as realizations of stochastic processes
  • Can estimate and analyze the power spectrum of biomedical signals that can be modeled as realizations of stochastic processes
  • Can solve problems in applied sciences based on the theory for stochastic processes


  • Are prepared for a wide range of courses in communication, signal processing, control and other areas in which randomness has an important role.

Type of instruction

Lectures and exercises.



Name of examStochastic signals and processes
Type of exam
Written or oral exam
AssessmentPassed/Not Passed
Type of gradingInternal examination
Criteria of assessmentThe criteria of assessment are stated in the Examination Policies and Procedures

Additional information

Please contact the   programme student counsellors if you consider applying to the education and you have questions.

Please consult the Moodle page for your semester and contact the semester coordinator if you have academic questions, or the study secretary if you have administrative questions.

All other enquiries may be directed to Malene Møller Knudsen, secretary of the Study Board.

Facts about the module

Danish titleStokastiske signaler og processer (valgfag 1.a.)
Module codeSTIST11K1_3
Module typeCourse
Duration1 semester
Language of instructionDanish and English
Empty-place SchemeYes
Location of the lectureCampus Aalborg
Responsible for the module


Education ownerMaster of Science (MSc) in Engineering (Biomedical Engineering and Informatics)
Study BoardStudy Board of Sports Science and Public Health
DepartmentDepartment of Health Science and Technology
FacultyThe Faculty of Medicine