Vrije Universiteit - Afdeling Wiskunde
/Vrije Universiteit - Department of Mathematics
Course Control and System Theory -
Stochastic Systems in Discrete Time
/College Systeem- en Regeltheorie - Stochastische Systemen in diskrete tijd
Course guide
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Contents of this page
Dates and times: 6 February through 14 May 2004;
14:45 - 17:30 hours
Room R2.49 Building WN, Vrije Universiteit
Jan H. van Schuppen (Lecturer)
Jan H. van Schuppen (Lecturer)
Office WN-R2.50a.
JHvS is present at the Vrije Universiteit only on Fridays.
He can be reached at CWI on the other working days of the week.
Afdeling Wiskunde, Faculteit Exacte Wetenschappen,
Vrije Universiteit, De Boelelaan 1081a, 1081 HV Amsterdam/
Department of Mathematics, Faculty of Exact Sciences,
Free University, De Boelelaan 1081a, 1081 HV Amsterdam, The Netherlands
Tel. +31 20 444 7683 (VU, Fridays)
Tel. +31 20 592 4085 (CWI, Mo. - Th.)
Fax +31 20 444 7653
Email schuppen@cs.vu.nl and J.H.van.Schuppen@cwi.nl
The topic of the course changes from year to year. The topic of the
course presented in the year 2004 is
stochastic systems in discrete time.
The aim of the course is to provide an introduction to the
basic concepts and results of control and system theory.
Control and signal processing problems arise in engineering,
economics, and biology. Solution of such problems requires mathematical
models in the form of dynamic systems.
In distinction with other areas of mathematics,
a dynamic system describes the relation between an input and
an output signal in terms of the state.
Stochastic systems in discrete time
form the focus of the course in the Spring of 2004.
The course is intended for
master level mathematics students,
those in their fourth or fifth year of studies.
Students from economics are also
welcome because the topic of the course is used in this area also.
Analysis, probability, and linear algebra.
Knowledged of the course Mathematical Control and System Theory
(presented in the Fall of 2003)
or equivalent is useful but not required.
Program of lectures.
-
Oral exam
-
Homeworksets with exercises.
Weekly homeworksets will be handed out in class every week.
Solutions to homeworksets are due at the lecturer one week after
they have been handed out but contact the lecturer
in case you cannot meet this due date.
-
The course grade is based for 50% on the oral exam
and for the other 50% on the solutions to homeworksets.
Lecture notes will be distributed.
Last update 5 February 2004.
This page is maintained by
Jan H. van Schuppen.