Keywords: Akaike Criterion (1)

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System Identification, Spring 2005

System Identification, Spring 2005

Mathematical models of systems from observations of their behavior. Time series, state-space, ... (more)

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, andasymptotic distribution. Relations to maximum likelihood estimation. Recursive estimation; relation to Kalman filters; structure determination; order estimation; Akaike criterion; and bounded but unknown noise models. Robustness and practical issues. (less)

Subject:
Science and Technology
Material Type:
Full Course
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Collection:
MIT OpenCourseWare
Provider:
M.I.T.
Author:
Dahleh, Munther
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2002 llaF ,gnivloS melborP gnireenignE dna sretupmoC ot noitcudortnI

2002 llaF ,gnivloS melborP gnireenignE dna sretupmoC ot noitcudortnI

.desu si egaugnal gnimmargorp avaJ ehT .gninnalp dna ,tnemeganam ,ecneics ,gnireenigne ni ... (more)

.desu si egaugnal gnimmargorp avaJ ehT .gninnalp dna ,tnemeganam ,ecneics ,gnireenigne ni smelborp gnivlos rof seuqinhcet gnipoleved no si sisahpmE .scipot decnavda detceles dna scihparg retupmoc ,gnihcraes dna gnitros ,serutcurts atad ,sdohtem laciremun ,secafretni resu lacihparg ,stpecnoc gnimmargorp revoc smelborp gnimmargorp ylkeeW .esruoc eht fo sucof eht si tnempoleved dna ngised erawtfos detneiro-tcejbO .snoitacilppa cifitneics dna gnireenigne rof sdohtem lanoitatupmoc dna tnempoleved erawtfos latnemadnuf stneserp esruoc sihT (less)

Subject:
Science and Technology
Material Type:
Assessments
Full Course
Homework and Assignments
Lecture Notes
Syllabi
Collection:
MIT OpenCourseWare
Provider:
M.I.T.
Author:
George Kocur
Remix and Share