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System Identification >> Content Detail



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Calendar

LEC #TOPICSKEY DATES
1Review of Linear Systems, Review of Stochastic Processes, Defining a General Framework
2Review of Linear Systems, Review of Stochastic Processes, Defining a General Framework (cont.)
3Introductory Examples for System IdentificationProblem set 1 out
4Introductory Examples for System Identification (cont.)
5Nonparametric Identification
6Nonparametric Identification (cont.)Problem set 1 due
7Input Design, Persistence of Excitation, Pseudo-random SequencesProblem set 2 out
8Input Design, Persistence of Excitation, Pseudo-random Sequences (cont.)
9Least Squares, Statistical Properties
10Least Squares, Statistical Properties (cont.)Problem set 2 due

Problem set 3 out
11Parametrized Model Structures, One-step Predictor, Identifiability
12Parametrized Model Structures, One-step Predictor, Identifiability (cont.)
13Parameter Estimation Methods, Minimum Prediction Error Paradigm, Maximum LikelihoodProblem set 3 due

Problem set 4 out
14Parameter Estimation Methods, Minimum Prediction Error Paradigm, Maximum Likelihood (cont.)
15Convergence and Consistency, Informative Data, Convergence to the True Parameters
16Convergence and Consistency, Informative Data, Convergence to the True parameters (cont.)Problem set 4 due
17Asymptotic Distribution of PEM
18Asymptotic Distribution of PEM (cont.)
19Instrumental Variable Methods, Identification in Closed Loop, Asymptotic Results
20Instrumental Variable Methods, Identification in Closed Loop, Asymptotic Results (cont.)Problem set 5 out
21Computation, Levinson Algorithm, Recursive Estimation
22Computation, Levinson Algorithm, Recursive Estimation (cont.)
23Identification in Practice, Error Filtering, Order Estimation, Model Structure Validation, ExamplesProblem set 5 due
24Identification in Practice, Error Filtering, Order Estimation, Model Structure Validation, Examples (cont.)

 








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