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Applied Mathematics

Course Code:
11APM
Academic Degree:
doctoral
Study Programme:
Technology in Transportation and Telecommunications (P 3710)
languagestudy field / specialization
czech, english flagD Transportation Systems and Technology - 3708V009
czech, english flagP Air Traffic Control and Management - 3708V017
czech, english flagT Technology and Management in Transportaion and Telecommunications - 3708V024
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