ASE-8016 Advanced Topics in Automation Science and Engineering , 1-10 cr

Implementation ASE-8016 2016-03

Description

Applied Stochastic Differential Equations (3 credits) An introduction to stochastic differential equations (SDEs) from an applied point of view: SDE models in mechanics and electrical engineering, theoretical and numerical solution methods, and Bayesian state estimation (filtering and smoothing). The course uses flipped classroom distance teaching: before each session, students follow pre-recorded lectures on YouTube, read textbook sections, and do homework problems. Students return solutions in PDF form to the teacher. In the exercise sessions, students present their solutions and the teacher (via Adobe Connect) provides comments. Remote attendance of exercise sessions is possible. A term project is used to grade the course. Prerequisites: Multivariate differential and integral calculus, differential equations, matrix analysis, probability, Matlab. Exercise sessions are Thursdays 2-4pm; the first session is 3.11.2016. You may attend them in Sc209 or via Internet connection to teacher.

Lessons

Assessment scale

Numerical evaluation scale (0-5)

Requirements

Solutions of all weekly homework problems, attendance of exercise sessions, and a term project report.

Study material