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Teaching:Stochastic Systems

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Integrierte Veranstaltung

Allgemeines

LV-Nummer
0430 L 095
Engl. Titel
Stochastic Systems
Durchführung
Dr. Naim Bajcinca
Gebiet
0430 Institut für Energie- und Automatisierungstechnik
FG Regelungssysteme
Inhalt
Stochastic systems arise naturally in complex dynamical systems in technical, information and natural sciences. This course provides a rigorous and systematic introduction to concepts and computational methods of stochastic systems. The course addresses primarily the students of the Department of Eletrical Engineering and Computer Sciences, but could be also of interest to the students willing to study the methods for the analysis and description of dynamical random processes. Topics: Measure theoretical probability; Stochastic processes; Markov chains; Martingales; Ito calculus and stochastic differential equations; Applications: Filtering, Stochastic optimal control, Methods in machine learning.

Currently there are no comparable courses held at Fakultät IV.


LV-Art
4 IV
Beginn, Turnus
wöchentlich
Anrechenbarkeit
Master (AT2),6 LP, wahlpflicht

Termine

Raumzeit: E-N 180, Donnerstag, 9:00-13:00 Uhr. Beginn: 24.10.2014


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