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Published by: Massachusetts Institute of Technology | Language: English
Published by: Massachusetts Institute of Technology | Language: English
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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, an
Author(s):
Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: 6-435-spring-2005.zip
This OER is part of OCW: System Identification
Published under: /Download Course Materials
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Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: ps4_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Assignments
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: ps3_sol_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Assignments
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: ps2_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Assignments
Share in:
OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: ps3_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Assignments
Share in:
OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: ps1_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Assignments
Share in:
OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: ps2_sol_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Assignments
Share in:
OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: ps5_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Assignments
Share in:
OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: lec4_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Lecture Notes
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: lec8_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Lecture Notes
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: lec7_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Lecture Notes
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: lec10_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Lecture Notes
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OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: lec9_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Lecture Notes
Share in:
OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: lec11_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Lecture Notes
Share in:
OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
File: lec2_6_435.pdf
This OER is part of OCW: System Identification
Published under: /Lecture Notes
Share in:
OCW Authors:
Inherited Tag(s):
- electrical engineering and computer science
- mathematical models
- time series
- state-space
- input-output models
- model structures
- parametrization
- identifiability
- non-parametric methods
- prediction error
- parameter estimation
- convergence
- consistency
- andasymptotic distribution
- maximum likelihood estimation
- recursive estimation
- kalman filters
- structure determination
- order esti
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