1st semester of 2019/2020
Lecture-tutorial: Wednesday 10:30-13:00, I/122
Laboratory: Wednesday 10:00-12:30, I/122
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
|1||4 Sept||Registration week|
|2||11 Sept||----||no lectures/laboratory||
|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||-|
|CLOSED BOOK EXAM
Consultation for the project work
|14||11 Dec||Lab||Submission DEADLINE of the PROJECT WORK|