Logo ČVUT
CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2019/2020

Robust Statistics for Cybernetics

The course is not on the list Without time-table
Code Completion Credits Range
EP33RSK Z,ZK 2 2P+0S
Lecturer:
Tutor:
Supervisor:
Department of Cybernetics
Synopsis:

Statistical methods are basic tools of control and decision making theory. Classical statistical methods (e.g. MLE) are usually very sensitive to deviations from our idealized model. Thus many methods which are robust have been developed. It means that these methods are not so sensitive to small deviations from an underlying model. So we briefly explain the parametric concept of estimation and then we introduce the robust approach, some basic robust estimators of location (e.g. trimmed mean, Hampel´s estimator) and measures of robustness (influence function, breakdown point).

Requirements:
Syllabus of lectures:
Syllabus of tutorials:
Study Objective:
Study materials:
Note:
Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2019-10-18
For updated information see http://bilakniha.cvut.cz/en/predmet11753004.html