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Module code: WIMASc235 |
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2V+2U (4 hours per week) |
6 |
Semester: 2 |
Mandatory course: yes |
Language of instruction:
German |
Assessment:
Written exam
[updated 18.12.2018]
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WIMASc235 (P450-0101) Industrial Engineering, Master, ASPO 01.10.2014
, semester 2, mandatory course
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60 class hours (= 45 clock hours) over a 15-week period. The total student study time is 180 hours (equivalent to 6 ECTS credits). There are therefore 135 hours available for class preparation and follow-up work and exam preparation.
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Recommended prerequisites (modules):
None.
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Recommended as prerequisite for:
WIMAScWPF-Ing15
[updated 11.03.2020]
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Module coordinator:
Prof. Dr. Frank Kneip |
Lecturer: Prof. Dr. Frank Kneip
[updated 11.02.2020]
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Learning outcomes:
After successfully completing this module students will: _ be proficient in solving nonlinear equations, can select a suitable solution method and be able to justify their choice. _ be able to model suitable systems in the form of a linear equation system and identify unknown parameters based on given measurement data. _ be able to describe the principles of state estimation and time series analysis using hidden Markov models and reproduce known examples, as well as adapt the methods to similar systems. _ be able to implement the algorithms learned in Matlab _ be able to interpret their results and check their plausibility
[updated 18.12.2018]
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Module content:
1. Numerical methods: solving nonlinear equations 1.1. Bisection method 1.2. Fixed-point iteration 1.3. Secant method 1.4. Newton´s method 1.5. Accuracy and termination criteria 1.6. Convergence characteristics 1.7. Applications 2. Parameter estimation: linear equalization 2.1. Modeling 2.2. Method of least squares 2.3. Weighted least squares 2.4. Recursive least squares 2.5. Applications 3. State estimation and time series analysis: hidden Markov models 3.1. Definition and modeling hidden Markov models 3.2. Forward algorithm 3.3. Backward algorithm 3.4. Viterbi algorithm 3.5. Baum-Welch algorithm 3.6. Applications
[updated 18.12.2018]
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Teaching methods/Media:
Presentation with projector, lecture notes, blackboard, PC, Matlab/Simulink, computer-aided exercises
[updated 18.12.2018]
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Recommended or required reading:
_ Dahmen, W., Reusken, A.: Numerik für Ingenieure und Naturwissenschaftler; 2. Auflage, Springer, 2008 _ Gramlich, G., Werner, W.: Numerische Mathematik mit Matlab; dpunkt verlag, 2000 _ Björck, A.: Numerical Methods for Least Squares Problems; Society for Industrial and Applied Mathematics (SIAM), 1996 _ Rabiner, L. R.: A Tutorial on Hidden Markov Models and Selected Applications in Speech Recognition; Proceedings of the IEEE, Band 77, Nr. 2, S. 257_286, 1989 _ Fraser, A. M.: Hidden Markov Models and Dynamical Systems; Society for Industrial and Applied Mathematics (SIAM), 2009
[updated 18.12.2018]
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