MIT-3016 ANALYSIS OF MEASUREMENT DATA 1, 7 cr
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Courses persons responsible
Risto Ritala
Lecturers
Risto Ritala
Lecturetimes and places
Per I: Monday 12 - 15, SH108
Per II: Monday 14 - 16, SH108
Implementations
Period 1 | Period 2 | Period 3 | Period 4 | Period 5 | Summer | |
Lecture | 3 h/week | 2 h/week | - | - | - | - |
Exercise | 3 h/week | 3 h/week | - | - | - | - |
Exam |
Objectives
Develops capability to assess properties of systems by analyzing and computing characteristics of stochastic measurement signals and pairs of signals.
Content
Content | Core content | Complementary knowledge | Specialist knowledge |
1. | Measurement as reflecting reality, probabilistic view. Measurement uncertainty. | Principles of Bayesian statistics and Bayesian measurement information theory. | |
2. | One and two variable normal distributions and their use in abnormality detection and state recognition. |   | |
3. | Identification of statistical models by maximum likelihood or least mean squares. Motivation for identification methods. | General maximum likelihood / maximum a posteriori identification. | |
4. | Covariance function, spectrum and their non-parametric estimation. Effect of sampling on estimates. | Introduction to parametric spectrum estimation. Introduction to time series analysis. | Relationship between cross-covariance/spectrum and joint probability density function of time series. |
5. | Spectral analysis of linear dynamic and stochastic systems. |   |
Requirements for completing the course
Examination and computer exercises.
Evaluation criteria for the course
Prerequisites
Prequisite relations (Sign up to TUT Intranet required)
Additional information about prerequisites
Background in probability, statistics and Fourier transforms.
Distance learning
- In information distribution via homepage, newsgroups or mailing lists, e.g. current issues, timetables
- In compiling exercise, group or laboratory work
- In distributing and/or returning exercise work, material etc
- Contact teaching: 70 %
- Distance learning: 0 %
- Proportion of a student's independent study: 30 %
Scaling
Methods of instruction | Hours |
Lectures | 45 |
Exercises | 15 |
Assignments | 27 |
Study materials | Hours |
Course overheads | 50 |
Other scaled | Hours |
New tools and study methods | 5 |
Preparation for exam | 50 |
Total sum | 192 |
Last modified | 05.03.2007 |
Modified by | Risto Ritala |