Data Analysis

prof. dr hab. Piotr Wilde

mgr inż. Michał Wilde

Includes a simplified introduction to the book: Piotr Wilde, Andrzej Kozakiewicz, Kalmana Filter Method in the Analysis of Vibrations Due to Water Waves, Advanced Series on Ocean Enfineering - Voulume 6, World Scientific 1993.

1. Fourier Series
2. Approximation of Functions by Series
3. Probability Theory and Random Variables
4. Random Sequences in Matrix Notation
5. Stochastic Processes, Mean Square Calculus
6. Stochastic Differential Equations
7. Itô Differential Equation
8. Linear Mathematical Model Without Dominant Frequency
9. Linear Mathematical Model With Dominant Frequency
10. Kalman Filters

Acknowledgement

The paper was supported by the State Committiee for Scientific Research in Poland within the grant 5T07A03022.

Full text of this seminary

1. pwsem.sxw, in OpenOffice.org format
2. pwsem.doc, in Microsoft Word 2002 format

Requirements

For proper display of mathematical equations in Microsoft Internet Exproler you need MathPlayer from Design Science.

Mozilla doesn't need any plug–in but I recommend to install additional fonts for proper display of mathematical equation.