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Course Info

  • Course Number / Code:
  • 6.435 (Spring 2005) 
  • Course Title:
  • System Identification 
  • Course Level:
  • Graduate 
  • Offered by :
  • Massachusetts Institute of Technology (MIT)
    Massachusetts, United States  
  • Department:
  • Electrical Engineering and Computer Science 
  • Course Instructor(s):
  • Prof. Munther Dahleh 
  • Course Introduction:
  •  


  • 6.435 System Identification



    Spring 2005




    Course Highlights


    This course features a complete set of lecture notes. The course also features homework assignments with solutions.


    Course Description


    This course is offered to graduates and includes topics such as 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, and asymptotic distribution; relations to maximum likelihood estimation; recursive estimation; relation to Kalman filters; structure determination; order estimation; Akaike criterion; bounded but unknown noise model; and robustness and practical issues.
     

ACKNOWLEDGEMENT:
This course content is a redistribution of MIT Open Courses. Access to the course materials is free to all users.






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