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Lecture notes files.
| LEC # |
TOPICS |
| 1 |
Review of Linear Systems, Review of Stochastic Processes, Defining a General Framework (PDF) |
| 2 |
Review of Linear Systems, Review of Stochastic Processes, Defining a General Framework (cont.) |
| 3 |
Introductory Examples for System Identification (PDF) |
| 4 |
Introductory Examples for System Identification (cont.) |
| 5 |
Nonparametric Identification (PDF) |
| 6 |
Nonparametric Identification (cont.) |
| 7 |
Input Design, Persistence of Excitation, Pseudo-random Sequences (PDF) |
| 8 |
Input Design, Persistence of Excitation, Pseudo-random Sequences (cont.) |
| 9 |
Least Squares, Statistical Properties (PDF) |
| 10 |
Least Squares, Statistical Properties (cont.) |
| 11 |
Parametrized Model Structures, One-step Predictor, Identifiability (PDF) |
| 12 |
Parametrized Model Structures, One-step Predictor, Identifiability (cont.) |
| 13 |
Parameter Estimation Methods, Minimum Prediction Error Paradigm, Maximum Likelihood (PDF) |
| 14 |
Parameter Estimation Methods, Minimum Prediction Error Paradigm, Maximum Likelihood (cont.) |
| 15 |
Convergence and Consistency, Informative Data, Convergence to the True Parameters (PDF) |
| 16 |
Convergence and Consistency, Informative Data, Convergence to the True parameters (cont.) |
| 17 |
Asymptotic Distribution of PEM (PDF) |
| 18 |
Asymptotic Distribution of PEM (cont.) |
| 19 |
Instrumental Variable Methods, Identification in Closed Loop, Asymptotic Results (PDF) |
| 20 |
Instrumental Variable Methods, Identification in Closed Loop, Asymptotic Results (cont.) |
| 21 |
Computation, Levinson Algorithm, Recursive Estimation (PDF) |
| 22 |
Computation, Levinson Algorithm, Recursive Estimation (cont.) |
| 23 |
Identification in Practice, Error Filtering, Order Estimation, Model Structure Validation, Examples (PDF - 1.7 MB) |
| 24 |
Identification in Practice, Error Filtering, Order Estimation, Model Structure Validation, Examples (cont.) |