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Applied Mathematics

Course Code:
11APM
Academic Degree:
doctoral
Study Programme:
Transportation Systems and Technology (P1041D040003)
language
czech, english flag
Logistics and Transport Processes Control (P1041D040008)
language
czech, english flag
Air Traffic Control and Management (P1041D040010)
language
czech, english flag
Intelligent Transport Systems (P1041D040011)
language
czech flag
Form of Study:
full-time and part-time
Type of Course:
obligatory
Course Completion:
exam
v DB je chyba..
Supervising Department:
Department of Applied Mathematics (16111)
Abstract:
• Random processes and real applications • Bayesian prediction model of stochastic system (distribution, equations) • Continuous and discrete model - simulation of dynamical systems • System state, state-space model, filtering (Kalman filter) • Estimation of model parameters - Bayes relation, reproducibility, exponential family of distributions • Estimation statistics of continuous and discrete model, on-line recalculation of statistics, point estimates • Estimation of models with non-Gaussian or non-categorical distribution reproducibility, point estimates • Prediction with Bayesian model • Finite interval control, dynamic programming, Riccati equations, algorithmization • Mixture models of distributions with continuous and discrete components, hierarchical mixtures • Estimation of mixture of distributions • Mixture estimation for clustering and classification • Hierarchical mixture estimation • Prediction with mixture model