This course will provide the skills and knowledge required to investigate, both experimentally and computationally, a wide range of physical phenomena. The course consists of both lecture and laboratory classes, covering topics such as statistical analysis of data, sampling and information theory, numerical solutions of ordinary differential equations, Fourier transform theory and discrete Fourier transform, spectroscopy, handling and numerical modelling of noise and stochastic processes, inverse problems, experimental control, nonlinear systems, and quantum measurements.