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Identification and Data Analysis

Outline & Goal
Analysis of Deterministic and Stochastic Systems. Time series Models.  Identification and estimation from data.

MATERIAL

Tentative Schedule and topics

LEC   DATES   TOPICS

1 (1)   6/03       Introduction- Stochastic Processes and systems

2 (1)   6/03       Stochastic and Deterministic Dynamical System AR, MA, ARMA

3 (2)   7/03        Response of stochastic systems

4 (2)  8/03         Estimation Theory (Parametric)

5 (2)  13/03       Estimation theory (Bayesian)

6 (2)  14/03       Estimation (LS,BLUE,RLS)

7 (2)  15/03       Identification

8 (2)  20/03       Identification in practice/ Model Validation

9 (2)  21/03       A practical application (LMS and RLS)

10 (2)22/03       Nonlinear/LPV Identification

11      23/03     TEST

 

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