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  • Bounded Noise Models
System Identification, Spring 2005
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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

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Subject:
Computer Science
Material Type:
Full Course
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Provider:
M.I.T.
Provider Set:
MIT OpenCourseWare
Author:
Dahleh, Munther
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.)310.1( tcejbus ngised enotspac eht dna )150.1 ,140.1 ,130.1( stcejbus ngised aera ... More

.)310.1( tcejbus ngised enotspac eht dna )150.1 ,140.1 ,130.1( stcejbus ngised aera ytlaiceps tneuqesbus eht ni desu si hcihw decudortni si esac ngised egral A .naps efil detcepxe dna ,srotcaf laicos dna cimonoce ,tnemnorivne larutan ,tnemnorivne tliub gnitsixe eht fo noitaredisnoc sa llew sa sehcaorppa lacinhcet snrecnoc ylticilpxe ngised tcejorP .)sdaor dna segdirb ,sgnidliub ,.g.e( seitilicaf tliub no sisahpme na htiw ,sesac ngised lareves sedulcnI .gnireenigne livic ni secitcarp dna seussi ngised sa llew sa ,gnivlos-melborp evitaerc dna ngised gnireenigne fo seuqinhcet dna ,sloot ,yroeht eht ot stneduts secudortnI Less

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