Date |
Topics
|
Book sections
|
Notes |
October 1, 2014 (2h) |
- Presentation of the course
- Introduction to Discrete Event Systems (DES)
|
|
- Slides
|
October 6, 2014 (4h) |
- Basics of system theory
- Concept of system
- Static vs dynamical systems
- Concept of state
- Concept of event
- Time-driven vs event-driven systems
- Systems vs (mathematical) models
- Definition of Discrete Event System (DES)
- Examples:
- queueing system
- tank system
|
- Chapter 1 (except §1.2.7, §1.2.8 and §1.3.5)
| |
October 8, 2014 (2h) |
- Logical models of DES: state automata (with outputs)
- Graphical representation of state automata
- Exercises
|
- Section 2.2.2
- Examples 2.10 and 2.11
|
- Exercises (with solutions)
|
October 13, 2014 (4h) |
|
| |
October 15, 2014 (2h) |
|
| |
October 20, 2014 (4h) |
- Time and event timing
- Introduction to event timing dynamics
- Definition of clock structure
- Timed models of DES: timed automata
- Algorithm for event timing dynamics
|
| |
October 22, 2014 (2h) |
|
|
- Exercises (with solutions)
|
October 27, 2014 (4h) |
- Review of probability theory
- Uncertainty sources in models of DES
- Models of DES with uncertainty: stochastic timed automata
|
- Sections 6.1, 6.3 and 6.4
- Appendix I (except §I.7 and §I.8)
|
|
October 29, 2014 (2h) |
- Example of analysis of a stochastic timed automaton
|
|
- Example
|
November 3, 2014 (4h) |
- The exponential distribution: definition and properties
- Stochastic timed automata with Poisson clock structure
- The Poisson counting process
|
- Sections 6.6, 6.7 and 6.8
|
|
November 5, 2014 (2h) |
|
|
- Exercises (with solutions)
|
November 10, 2014 (4h) |
|
|
- Exercises (with solutions)
|
November 12, 2014 (2h) |
|
|
- Exercises (with solutions)
|
November 17, 2014 (4h) |
- Exercises (summary)
- Use of simulation for analysis of stochastic timed automata
- Law of large numbers
- Estimation of state and event probabilities
- Estimation of empirical probability density functions
|
|
|
November 19, 2014 (2h) |
|
|
|
November 24, 2014 (4h) |
- Basics of stochastic processes
- Markov property and Markov processes
- Discrete-time homogeneous Markov chains
- Graphical representation
- Transition probability matrix and its properties
- Chapman-Kolmogorov equations
- State holding times
- Example
|
- Sections 7.1 and 7.2 (from §7.2.1 to §7.2.7)
|
|
November 26, 2014 (2h) |
- Discrete-time homogeneous Markov chains
- State probabilities
- Classification of states
|
- Section 7.2 (only §7.2.8)
|
|
December 1, 2014 (4h) |
- Discrete-time homogeneous Markov chains
- Exercises
|
- Section 7.2 (only §7.2.9)
|
- Exercises (with solutions)
|
December 3, 2014 (2h) |
|
|
- Exercises (with solutions)
|
December 10, 2014 (2h) |
- Continuous-time homogeneous Markov chains
- Graphical representation
- Transition rate matrix and its properties
- Chapman-Kolmogorov equations
|
- Section 7.3 (except §7.3.7)
|
|
December 15, 2014 (4h) |
- Continuous-time homogeneous Markov chains
- State holding times
- Transition probabilities
- State probabilities
- Classification of states
- Steady state analysis
- Equivalences between classes of models
- Stochastic timed automata with Poisson clock structure
- Continuous-time homogeneous Markov chains
|
- Section 7.3 (only §7.3.7)
|
|
December 17, 2014 (2h) |
|
|
|
January 7, 2015 (2h) |
- Simulation of stochastic timed automata (lab tutorial)
|
|
- Matlab files
|
January 12, 2015 (4h) |
- Queueing theory
- Specification of queueing models
- A/B/m/K notation
- Transient and steady state analysis
- Characterization of steady state
- Performance of queueing systems
- Little's law
- PASTA property
- Examples of Markovian queueing systems
|
- Sections from 8.1 to 8.6 (except §8.2.5)
|
|
January 14, 2015 (2h) |
|
|
- Exercises (with solutions)
|
|