Course Catalog 2009-2010 International Basic Pori International Postgraduate Open University |Degrees|     |Study blocks|     |Courses|

Person responsible

Risto Ritala

Implementations

	Lecture times and places	Target group recommended to
Implementation 1	Periods 1 1 - 2

Requirements

Examination and computer exercises. 20 % of homework exercises.

Principles and baselines related to teaching and learning

-

Learning outcomes

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.

Evaluation criteria for the course

Exam 0-30 points. 20% of homework exercises mandatory. By doing homework exercises, up to 5 bonus points for exam. Particpation in 4/5 computer exercises mandatory.

Assessment scale:

Numerical evaluation scale (1-5) will be used on the course

Correspondence of content

There is no equivalence with any other courses

More precise information per implementation

	Description	Methods of instruction	Implementation
Implementation 1		Lectures Excercises Practical works	Contact teaching: 0 % Distance learning: 0 % Self-directed learning: 0 %

Last modified	12.03.2009
Modifier	Risto Ritala