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Published by: Massachusetts Institute of Technology | Language: English
Published by: Massachusetts Institute of Technology | Language: English
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This course is offered both to undergraduates (6.041) and graduates (6.431), but the assignments differ. 6.041/6.431 introduces students to the modeling, quantification, and analysis of uncertainty. Topics covered include: formulation and solution in sample space, random variables, transform techniques, simple random processes and their pro
Author(s):
Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
More OCW like this |
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Published by: Massachusetts Institute of Technology | Language: English
Published by: Massachusetts Institute of Technology | Language: English
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This course is offered to graduates and includes topics such as mathematical models of systems from observations of their behavior; time series, state-space, and input-output models; model structures, parametrization, and identifiability; non-parametric methods; prediction error methods for parameter estimation, convergence, consistency, an
Author(s):
Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: probsolved.pdf
This OER is part of OCW: Probabilistic Systems Analysis and Applied Probability
Published under: /Syllabus
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
File: 6-041-spring-2006.zip
This OER is part of OCW: Probabilistic Systems Analysis and Applied Probability
Published under: /Download Course Materials
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Inherited Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
File: 6-435-spring-2005.zip
This OER is part of OCW: System Identification
Published under: /Download Course Materials
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Used by:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: ps10.pdf
This OER is part of OCW: Probabilistic Systems Analysis and Applied Probability
Published under: /Assignments
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
File: ps05_sol.pdf
This OER is part of OCW: Probabilistic Systems Analysis and Applied Probability
Published under: /Assignments
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
File: ps08.pdf
This OER is part of OCW: Probabilistic Systems Analysis and Applied Probability
Published under: /Assignments
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
File: ps08_sol.pdf
This OER is part of OCW: Probabilistic Systems Analysis and Applied Probability
Published under: /Assignments
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
File: ps02_sol.pdf
This OER is part of OCW: Probabilistic Systems Analysis and Applied Probability
Published under: /Assignments
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
File: prob_errata.pdf
This OER is part of OCW: Probabilistic Systems Analysis and Applied Probability
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Inherited Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
File: pset_policy.pdf
This OER is part of OCW: Probabilistic Systems Analysis and Applied Probability
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
File: ps04.pdf
This OER is part of OCW: Probabilistic Systems Analysis and Applied Probability
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
File: ps12.pdf
This OER is part of OCW: Probabilistic Systems Analysis and Applied Probability
Published under: /Assignments
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
File: ps03_sol.pdf
This OER is part of OCW: Probabilistic Systems Analysis and Applied Probability
Published under: /Assignments
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
File: ps10_sol.pdf
This OER is part of OCW: Probabilistic Systems Analysis and Applied Probability
Published under: /Assignments
Share in:
OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- probabilistic systems
- probabilistic systems analysis
- applied probability
- uncertainty
- uncertainty modeling
- uncertainty quantification
- analysis of uncertainty
- uncertainty analysis
- sample space
- random variables
- transform techniques
- simple random processes
- probability distribution
- markov process
- limit theorem
- statistical inferenc
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