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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
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| 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
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| 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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