| 1 |
Review of Linear Systems, Review of Stochastic Processes, Defining a General Framework |
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| 2 |
Review of Linear Systems, Review of Stochastic Processes, Defining a General Framework (cont.) |
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| 3 |
Introductory Examples for System Identification |
Problem set 1 out |
| 4 |
Introductory Examples for System Identification (cont.) |
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| 5 |
Nonparametric Identification |
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| 6 |
Nonparametric Identification (cont.) |
Problem set 1 due |
| 7 |
Input Design, Persistence of Excitation, Pseudo-random Sequences |
Problem set 2 out |
| 8 |
Input Design, Persistence of Excitation, Pseudo-random Sequences (cont.) |
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| 9 |
Least Squares, Statistical Properties |
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| 10 |
Least Squares, Statistical Properties (cont.) |
Problem set 2 due
Problem set 3 out |
| 11 |
Parametrized Model Structures, One-step Predictor, Identifiability |
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| 12 |
Parametrized Model Structures, One-step Predictor, Identifiability (cont.) |
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| 13 |
Parameter Estimation Methods, Minimum Prediction Error Paradigm, Maximum Likelihood |
Problem set 3 due
Problem set 4 out |
| 14 |
Parameter Estimation Methods, Minimum Prediction Error Paradigm, Maximum Likelihood (cont.) |
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| 15 |
Convergence and Consistency, Informative Data, Convergence to the True Parameters |
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| 16 |
Convergence and Consistency, Informative Data, Convergence to the True parameters (cont.) |
Problem set 4 due |
| 17 |
Asymptotic Distribution of PEM |
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| 18 |
Asymptotic Distribution of PEM (cont.) |
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| 19 |
Instrumental Variable Methods, Identification in Closed Loop, Asymptotic Results |
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| 20 |
Instrumental Variable Methods, Identification in Closed Loop, Asymptotic Results (cont.) |
Problem set 5 out |
| 21 |
Computation, Levinson Algorithm, Recursive Estimation |
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| 22 |
Computation, Levinson Algorithm, Recursive Estimation (cont.) |
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| 23 |
Identification in Practice, Error Filtering, Order Estimation, Model Structure Validation, Examples |
Problem set 5 due |
| 24 |
Identification in Practice, Error Filtering, Order Estimation, Model Structure Validation, Examples (cont.) |
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