System Identification, Spring 2005

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Author:

Dahleh, Munther

Subject:

Science and Technology

Institution Name:

M.I.T.

Collection:

MIT OpenCourseWare

Grade Level:

Post-secondary

Abstract:

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.

Languages:

English

Material Type:

Full Course, Homework and Assignments, Lecture Notes, Syllabi

Media Format:

Text/HTML, Downloadable docs

Conditions of Use:

Creative Commons Attribution-Noncommercial-Share Alike 3.0