Models with Uncertainty
| Type of study | Bachelor |
|---|---|
| Language of instruction | Czech |
| Code | 470-2406/01 |
| Abbreviation | MN |
| Course title | Models with Uncertainty |
| Credits | 4 |
| Coordinating department | Department of Applied Mathematics |
| Course coordinator | Ing. Jan Kracík, Ph.D. |
Subject syllabus
Static models with random inputs
Monte Carlo methods
Linear dynamical models with Gaussian noise
Kalman filter
Bayesian approach to inverse problems
Monte Carlo methods
Linear dynamical models with Gaussian noise
Kalman filter
Bayesian approach to inverse problems
E-learning
Basic materials are available on the educator's website: https://lms.vsb.cz/course/view.php?id=130999
Literature
JAYNES, Edwin T., BRETTHORST, G. Larry, ed. Probability theory: the logic of science. Cambridge: Cambridge University Press, 2003. ISBN 0-521-59271-2 .
ROBERT, Christian P. a George. CASELLA. Monte Carlo statistical methods. 2nd ed. New York: Springer, c2004. ISBN 0-387-21239-6.
ROBERT, Christian P. a George. CASELLA. Monte Carlo statistical methods. 2nd ed. New York: Springer, c2004. ISBN 0-387-21239-6.
Advised literature
W.H. Press, B.P. Flannery, S.A. Teukolski, W.T. Vetterling, Numerical Recipes in C. Cambridge University Press, 1990.
W. E. Boyce, R. C. DiPrima: Elementary differential equations. Wiley, New York 1992
W. E. Boyce, R. C. DiPrima: Elementary differential equations. Wiley, New York 1992