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).
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.
Lecture notes created under the EFOP-3.4.3 project:
- all slides in one file
|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.||
MATLAB basics. Simple functions for estimating mean value, covariance and correlation.
|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.||
|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.|
|8||5 Nov||Lab||Methods based on least squares (LS) minimization.||
|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.||
|11||26 Nov||Lec/Tut||The practical implementation of parameter estimation. Project work specification. Consultation.|
|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|