University of Pannonia, Faculty of Information Technology
Department of Electrical Engineering and Information Systems

VEMIVIM133P

1st semester of 2021/2022

Lecture-tutorial: Friday 10:00-12:30, I/413

Laboratory: Friday 10:00-12:30, I/413

Possible online education will be held using MS Teams for which personal invitations will be sent.

The homework should be submitted electronically to the e-mail address of the lecturers.
The deadline is the starting time of the next occasion (Friday at 10:00am).

Lecturers-Tutors: Prof. Katalin Hangos ( This email address is being protected from spambots. You need JavaScript enabled to view it.)
                                 Anna Ibolya Pózna ( This email address is being protected from spambots. You need JavaScript enabled to view it.)

Course evaluation

The evaluation is based upon a mid-semester closed-book exam and on a parameter estimation project work to be implemented in MATLAB. 
The pre-requisite of the course signature is
-- to submit to the given deadline at least 90% of the homework specified on the lectures-tutorials-laboratories,
-- to submit the project results and documentation to the given deadline, and
-- to achieve at least 50% on the closed-book exam.

Results: here

 

Lecture notes created under the EFOP-3.4.3 project:
- all slides in one file

 

Course contents

Week Date Type Material Slides/supplements
0 10 Sept   Registration week  
1 * 17  Sept Lec/tut Recalling the basic knowledge on scalar and vector valued random variables, their properties and independence. The basics of mathematical statistics: sample, statistics-estimation. The estimation of mean value, covariance and correlation.

 

2 24 Sept Lec/tut
Lab

MATLAB basics. Simple functions for estimating mean value, covariance and correlation.


PE_ComLab1.mlx

3 * 1 Oct Lec/Tut The properties of the estimates. Parameter estimation of static models. Linear regression and its properties.

4 8 Oct Lab Linear regression and its properties.


PE_ComLab2.mlx

5 * 15 Oct Lec/Tut Discrete time stochastic processes, the input-output models of discrete time stochastic linear time-invariant systems. The principle of parameter estimation in dynamic case. 

6 22 Oct Lec/Tut Methods that are based on minimization of the prediction error. Methods based on least squares (LS) minimization. The properties of the LS estimation method.

7 29 Oct - Holiday  
8 5 Nov Lab Methods based on least squares (LS) minimization.


PE_ComLab3.mlx
arx_data.mat

9 * 12 Nov Lec/Tut Special parameter estimation methods.           The instrumental variable (IV) method.         Parameter estimation for nonlinear models. 

10 19 Nov Lab Parameter estimation for nonlinear models. The instrumental variable (IV) method. 


PE_ComLab4.mlx
Lab4-data.mat

11 26 Nov Lec/Tut The practical implementation of parameter estimation. Project work specification. Consultation.

 

Choose individual problem

12 3 Dec Lec/Tut 
Lab
CLOSED BOOK EXAM 
Consultation for the project work
 
13 10 Dec   Consultation for the project work  
14 17 Dec   Submission DEADLINE of the PROJECT WORK