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Statistical methods for estimation of uncertain systems

Faculty
Fakulta elektrotechnická ZČU
Semester
oba
Course type
doktorandský
Current
Ne

The aim of this subject is to teach theory and application of statistical tools that can be used to estimate systems with unknown parameters, unknown state of structure. The basic model to study is linear regression, which is the basis of the least squares method, however it can be used to model more advanced tasks such as structure estimation. Further topics of the subject are: (i) elicitation of unknown model from the measured data, (ii) Monte Carlo methods, and (iii) methods of recursive state estimation, for example application of Bayesian filtering in electrical engineering and communications.

Submitted by smidl on