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System Identification and Filtration (ISF)

Credits: 6 ( Lectures: 3, Practical lessons: 2)
Semester: LS
Ending: zp; zk
Guarantor: Duník Jindřich
Lecturer: Duník Jindřich
Practical lesson lecturer: Havlík Jindřich, Fehér Marek


Nonparametric methods, linear regression, least square method, prediction error method, instrumental variable methods, model validation and model structure determination, optimal smoothing, filtering and prediction, linear and nonlinear filtering methods, adaptive filtering and prediction, some practical aspects.


Odkaz na stránky ISF