Institute of Information Theory and Automation

Stochastic systems for Erasmus students

Lecturer: Doc. Ing. Ivan Nagy, CSc.
Faculty: Fakulta dopravní ČVUT
Type of course: magisterský
Department: ZS
Semester: zimní
Active: yes


Mathematical modelling of dynamic systems with continuous, discrete and mixed variables, based on Bayesian probabilistic approach. Structure and parameter estimation of these models and their application for prediction. Estimation of unknown variable described by a state-space model. Optimal control of dynamic systems on a finite horizon with continuous and discrete models. Illustration of the results in tasks from transportation practice.
Responsible for information: ZS
Last modification: 04.01.2016
Institute of Information Theory and Automation