University of Pannonia, Faculty of Information Technology
Department of Electrical Engineering and Information Systems

VEMIVIM133P

1st semester of 2019/2020

Lecture-tutorial: Wednesday 10:30-13:00, I/122

Laboratory: Wednesday 10:00-12:30, I/122

Lecturer: Prof. Katalin Hangos ( This email address is being protected from spambots. You need JavaScript enabled to view it.)
Tutor: Anna Ibolya Pózna ( This email address is being protected from spambots. You need JavaScript enabled to view it.)

Course evaluation

The evaluation is based upon a mid-semester closed-book exam and on a parameter estimation project work to be implemented in MATLAB. 
The pre-requisite of the course signature is
-- to be present at least 75% of the lectures-tutorials-laboratories,  
-- to submit the project results and documentation to the given deadline, and
-- to achieve at least 50% on the closed-book exam.

Results: in table

Course contents

Week Date Type Material Slides/supplements
1 4 Sept   Registration week  
2 11 Sept ---- no lectures/laboratory

 

3 18 Sept Lec/tut
Lab
Recalling the basic knowledge on scalar and vector valued random variables, their properties and independence. The basics of mathematical statistics: sample, statistics-estimation. The estimation of mean value, covariance and correlation.
MATLAB basics. Simple functions for estimating mean value, covariance and correlation.

 

4 25 Sep Lec/Tut The properties of the estimates. Parameter estimation of static models. Linear regression and its properties.

5 2 Oct Lab Linear regression and its properties.

6 9 Oct Lec/Tut Discrete time stochastic processes, the input-output models of discrete time stochastic linear time-invariant systems. The principle of parameter estimation in dynamic case. 

7 16 Oct Lec/Tut Methods that are based on minimization of the prediction error. Methods based on least squares (LS) minimization. The properties of the LS estimation method.

8 30 Oct Lab Methods based on least squares (LS) minimization.

 

9 6 Nov Lec/Tut Special parameter estimation methods.           The instrumental variable (IV) method.         Parameter estimation for nonlinear models. 

10 13 Nov Lab Parameter estimation for nonlinear models. The instrumental variable (IV) method. 

11 20 Nov Lec/Tut The practical implementation of parameter estimation. Project work specification. Consultation.

12 27 Nov -- no lectures/laboratory -
13 4 Dec Lec/Tut 
Lab
CLOSED BOOK EXAM 
Consultation for the project work

 Choose individual problem
 

14 11 Dec Lab Submission DEADLINE of the PROJECT WORK