Study Guide@lith   Link to LiU Homepage
 

Linköping Institute of Technology

Link to LiU Homepage
 
Valid for year : 2002
 
TTIT47 Mathematical models, 10,5 ECTS credits.
/Tema: Matematiska modeller/

For:   IT  

  Area of Education:

Subject area:

  Advancement level (A-D): B

Aim:
To understand the principles of data- and control abstraction and ability to apply them for building models and simulating reality. Knowledge about modeling and processing of stochastic signals. Ability to analyze systems with stochastic inputs and basic understanding for time-discrete linear systems.

Prerequisites: (valid for students admitted to programmes within which the course is offered)
Mathematics from year 1. Linear systems from theme 1, semester 2. Computer science from theme 1 and 3 semester 3.

Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshhold requirements for progression within the programme, or corresponding.

Organisation:
See the study handbook.

Course contents:
The programming language SCHEME. Abstraction and definitions of functions. Recursive data structures. Recursion. Higher-order functions. Streams. Applications from statistics and linear systems. Examples of structures with complex data. Symbolic computations. Descriptions of general stochastic signals continuous in time; stationarity; ergodicity, mean values, effect, auto-correlation functions, spectral density. Linear filtering of stochastic signals, and orientation about non-linear filtering. Introduction to linear time-discrete systems.

Course literature:
See literature list.

Examination:
Written examination
Written examination
Written examination
Work in PBL-group
3 p
0 p
4 p
0 p
 



Course language is Swedish.
Department offering the course: IDA.
Director of Studies:
Examiner:
Link to the course homepage at the department


Course Syllabus in Swedish

Linköping Institute of Technology

Link to top of pagep


Contact: TFK , val@tfk.liu.se
Last updated: 02/03/2003