Bayesian parameter estimation, output prediction, state estimationess, regression model, state space model, estimation, application of dynamic models.
Abstract:
System. Regression, discrete and logistic models. Bayesian estimation of model parameters. Parameter estimation of normal regression, discrete and logistic models. Classification with logistic model. One-step and multi-step prediction with regression and discrete models. State model. State estimation. Kalman filter. Control with regression and discrete models.
Objectives:
Teach students advanced methods for analyzing the behavior of dynamical systems, including system identification and output prediction for continuous and discrete random variables based on Bayesian statistics.
Calendars at the Faculty of Transportation Sciences, CTU in Prague