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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.) |