This lecture course was given at the Institute of Neurology, University College London in the 1999/2000 academic year. Here's a PDF version of the lecture notes PDF. Alternatively, you can download a lecture at a time. You may wish to refer to the table of contents PDF .
1. Statistics PDF
2. Linear Algebra PDF
3. Multivariate Analysis PDF
4. Information Theory PDF
5. Fourier Methods PDF
6. Stochastic Processes PDF
7. Multiple Time Series PDF
8. Subspace Methods PDF
9. Nonlinear Methods PDF
10. Bayesian Methods PDF
11. Kalman Filters PDF
12. Expectation-Maximisation (EM) algorithms PDF
Appendices A, B and C: Series and Complex Numbers PDF
Appendices D and E: Probability Distributions PDF
References PDF