Plan for the classes

The first class will be on tuesday February 6, 13.15-15.00 in room 3733. I have preliminary booked room 3733 for the same time the following tuesdays. The plan is to hold one class per week, for a total of probably 10 classes.

Lesson	Chapter	Subject	Week
1	2	Geometry of second-order random processes	6
2	3	Spectral representation of Stationary processes	7
3	4	Innovations, Wold decomposition and spectral factorization	8
4-5	6	Linear Stochastic Systems	9-10
6-7	7	The geometry of splitting subspaces	11-12
8-9	8	Markovian representations	13-14
10	9	Proper Markovian representations in Hardy space	15