Schedule
I will give a graduate course on Stochastic dynamic systems during fall
2001.
The course will start October 03. See below for more details
on the schedule.
The course will be given in English.
Literature
As a text we will use my book manuscript
T. Söderström: Discrete-Time Stochastic Systems -- Estimation
and Control.
The first edition, now out of print, was published by
Prentice Hall International, Hemel Hempstead, UK, 1994.
The text has now been revised, and will be made available to those
who
registrate for the course for the price of SEK 100 (not applicable
to participants from Dept of Systems and Control).
Prerequisites
The course should be appropriate for graduate students in automatic
control,
signal processing, systems theory, mathematical statistics, engineering
disciplines, physics, etc.
It is assumed that the participants have some basic working knowledge
in
stationary stochastic processes, linear algebra, and discrete-time
dynamic systems.
A MSc (civilingenjör) in engineering physics or an equivalent
background from another
undergraduare program should be sufficient.
Organisation
There will be a session of 4 hours a week. Each session will include
Examination
The homework problems will be an essential part of the examination.
There will also be a final 'take-home' exam.
The homeworks assignments are organized into two parts, A and B.
Part A is mandatory, while the exercises in part B can be done by students
who wants a deeped experience in the field (and more credit point).
The basic alternatives are thus
Registration
In order to arrange an appropriate number of the course material,
I would like interested participants to register for the course as
soon as possible,
and not later than by September 28.
You can do so by contacting me: phone (018-183075), or
email.
OH slides in postscript
Chapter 1
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 7
Chapter 9
Chapter
10
Chapter
11