Mathematical Models and their Applications

Course guarantor:

Evženie Uglickich

Lecturer:

Natálie Blahitka, Michal Matowicki, Ivan Nagy, Pavla Pecherková, Evženie Uglickich

Tutor:

Natálie Blahitka, Michal Matowicki, Ivan Nagy, Pavla Pecherková, Evženie Uglickich

Supervisor:

Department of Applied Mathematics

Synopsis:

System. Regression, discrete and logistic models. Bayesian estimation of model parameters. Parameter estimation of normal regression, discrete and logistic models. Classification with logistic model. One-step and multi-step prediction with regression and discrete models. State model. State estimation. Kalman filter. Control with regression and discrete models.

Requirements:

basic knowledge of statistics

Syllabus of lectures:

Syllabus of tutorials:

Study Objective:

Teach students advanced methods for analyzing the behavior of dynamical systems, including system identification and output prediction for continuous and discrete random variables based on Bayesian statistics.

Study materials:

William M. Bolstad: Introduction to Bayesian Statistics, 2nd Edition. Willey, ISBN-13: 978-0470141151

Note:

Time-table for winter semester 2024/2025:

	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	roomHO:B-304 Uglickich E. 09:45–11:15 (lecture parallel185) Horská 3 (nová budova) roomHO:B-109 Blahitka N. 13:15–14:45 (parallel nr.185) Horská 3 (nová budova)
Tue
Wed
Thu
Fri	roomHO:B-116 Pecherková P. 08:00–09:30 (parallel nr.192) Horská 3 (nová budova) roomHO:B-116 Pecherková P. 09:45–11:15 (parallel nr.192) Horská 3 (nová budova) roomHO:B-116 Pecherková P. 08:00–09:30 (parallel nr.192) Horská 3 (nová budova) roomHO:B-116 Pecherková P. 09:45–11:15 (parallel nr.192) Horská 3 (nová budova) roomHO:B-116 Pecherková P. 08:00–09:30 (parallel nr.192) Horská 3 (nová budova) roomHO:B-116 Pecherková P. 09:45–11:15 (parallel nr.192) Horská 3 (nová budova)

Time-table for summer semester 2024/2025:

Time-table is not available yet

The course is a part of the following study plans:

• Master Full-Time PL from 2022/23 (compulsory course)
• Master Part-Time PL from 2022/23 (compulsory course)
• Master Full-Time PL from 2023/24 (compulsory course)
• Master Part-Time PL from 2023/24 (compulsory course)
• Master Full-Time PL from 2024/25 (compulsory course)
• Master Part-Time PL from 2024/25 (compulsory course)