Course Catalog 2010-2011 Basic Basic Pori International Postgraduate Open University |Degrees|     |Study blocks|     |Courses|

Course Catalog 2010-2011

MAT-55216 Topics in applied mathematics, 3 cr Topics in applied mathematics MAT-55216 2010-02

Lessons

Study type	P1	P2	P3	P4	Summer	Lecture times and places
Lectures Excercises			15 h/per  6 h/per			Thursday 13 - 16, Td308

Description:

Bayesian estimation of discrete-time processes (5 credits): Modeling of time-varying systems with uncertainty, optimal filtering and optimal smoothing, linear and nonlinear Kalman filters (EKF/UKF/SLF), linear and non-linear Rauch-Tung-Striebel smoothers, sequential Monte Carlo methods, particle filters and smoothers. Example applications from navigation, remote surveillance and time series analysis.

Person responsible:

Robert Piche

Target groups:

3.-n. vuosikurssi
DI-Opiskelijat
International Students
Jatko-opiskelijat
Teknis-luonnontieteellinen koulutusohjelma

Assessment scale:

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

Additional information of course implementation:

Prerequisites: Multivariate calculus, matrix algebra, basic probability and estimation (e.g. one of the TUT courses Bayesian Methods, Stochastic Processes, or Mathematics for Positioning); Matlab/Octave