Course: Estimation Theory and Signal Processing

« Back
Course title Estimation Theory and Signal Processing
Course code KKY/TOD
Organizational form of instruction Lecture + Tutorial
Level of course Master
Year of study not specified
Semester Winter
Number of ECTS credits 6
Language of instruction Czech
Status of course Compulsory
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Straka Ondřej, Doc. Ing. Ph.D.
  • Ajgl Jiří, Ing. Ph.D.
  • Havlík Jindřich, Ing.
Course content
1. Introduction to estimation theory 2. Random variables, stochastic processes and their description 3. Mean square error optimal estimate 4. Maximum likelihood optimal estimate 5. Linear stochastic system 6. Kalman filter 7. State estimation of continuous system with discrete-time measurements 8. Optimal smoothing 9. Kalman - Bucy filter

Learning activities and teaching methods
Laboratory work, Lecture, Practicum
  • Graduate study programme term essay (40-50) - 45 hours per semester
  • Contact hours - 39 hours per semester
  • Practical training (number of hours) - 26 hours per semester
  • Preparation for an examination (30-60) - 50 hours per semester
prerequisite
professional knowledge
Students have general knowledge of mathematics, physics and computer sciences.
learning outcomes
After completing the course KKY/TOD, students should be able to understand estimation theory, especially: *to design estimators for optimal estimate of unknown parameters, *to design estimators for optimal estimate of random variables, *to design estimators for optimal estimate of stochastic processes, *to analyze estimators, to test stability, *to apply estimators to state estimation of linear stochastic system.
teaching methods
Lecture
Practicum
Laboratory work
assessment methods
Combined exam
Seminar work
Quality of a written report
Recommended literature
  • Kubík, Stanislav. Teorie automatického řízení II : Optimální, adaptivní a učící se systémy. 1. vyd. Praha : SNTL, 1982.
  • Šimandl, Miroslav. Identifikace systémů a filtrace. Plzeň : ZČU, 1995. ISBN 80-7082-170-1.


Study plans that include the course
Faculty Study plan (Version) Branch of study Category Recommended year of study Recommended semester
Faculty of Applied Sciences Cybernetics and Control Engineering (2015) Special and interdisciplinary fields 1 Winter
Faculty of Applied Sciences Cybernetics and Control Engineering (2017) Special and interdisciplinary fields 1 Winter
Faculty of Applied Sciences Cybernetics and Control Engineering (2015) Special and interdisciplinary fields 1 Winter
Faculty of Applied Sciences Cybernetics and Control Engineering (2017) Special and interdisciplinary fields 1 Winter
Faculty of Applied Sciences Cybernetics and Control Engineering (2011) Special and interdisciplinary fields 1 Winter