Stochastic Systems
Code | Completion | Credits | Range | Language |
---|---|---|---|---|
11STS | Z,ZK | 4 | 2P+2C+14B | Czech |
- Course guarantor:
- Šárka Voráčová
- Lecturer:
- Natálie Blahitka, Michal Matowicki, Pavla Pecherková, Evženie Uglickich, Šárka Voráčová
- Tutor:
- Natálie Blahitka, Michal Matowicki, Pavla Pecherková, Evženie Uglickich, Šárka Voráčová
- Supervisor:
- Department of Applied Mathematics
- Synopsis:
-
The subject deals with the problems of mathematical modelling of dynamical systems, estimation od these models and their utilization for prediction. The results are illustrated on practical transportation tasks. Mathematical theory roots from probability and mathematical statistics and they use the methods of the Bayesian probabilistic approach.
- Requirements:
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Accomplishment of probability and mathematical statistics on a level of technical university. Passive knowledege of the differential and difference calculus, at least. Elementary knowledge of programming in arbitrary language.
- Syllabus of lectures:
- Syllabus of tutorials:
- Study Objective:
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The goal will be the description of stochastic processes, their estimation and their use for prediction, classification and control. The theory will be illustrated in transportation problems.
- Study materials:
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Anděl, L.: Matematická statistika, SNTL, 1978, Prague.
Loeve, M.: Probability Theory, van Nostrand, 1962, Princeton, New Jersey.
Nagy, I.: Základy bayesovského odhadování a řízení, publisher CTU, 2003, Prague.
Peterka, V.: Bayesian approach to system identification, Oxford, P. Eykhoff ed., Pergamon Press, 1981
- Note:
- Further information:
- http://staff.utia.cas.cz/uglickich/sts.html
- Time-table for winter semester 2024/2025:
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06:00–08:0008:00–10:0010:00–12:0012:00–14:0014:00–16:0016:00–18:0018:00–20:0020:00–22:0022:00–24:00
Mon Tue Wed Thu Fri - Time-table for summer semester 2024/2025:
- Time-table is not available yet
- The course is a part of the following study plans:
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- Master Full-Time DS from 2022/23 (compulsory course)
- Master Full-Time DS from 2023/24 (compulsory course)
- Master Full-Time IS (joint degree) from 2023/24 (compulsory course)