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EEM 645 - System Identification

Instructor: Asst.Prof.Mehmet FİDAN
Teaching Assistants:
Course Book: Ljung, Lennart. System Identification: A Theory for the User. 2nd ed. Upper Saddle River, NJ: Prentice Hall, 1998. ISBN: 0136566952
Grading: 1. Midterm: 15%; 2. Midterm: 15% Homework:30% Final:40%
Other Resources:
Course Outline:
1. Week

Definition of The System Identification

Stochastic and Non-Stochastic Formulation

2. Week

Random Variables and Stochastic Processes

Introduction to Model Parametrization and Prediction

3. Week

Nonparametric Identification

Correlation Methods

Spectral Analysis

4. Week

Pseudorandom Binary Process (PRBS)

Autoregressive and Moving Average Processes

Periodic Signals


5. Week

Least Squares

Maximum Likelihood Estimate

Best Linear Unbiased Estimate


6. Week

Levinson Algorithm

Nonlinear Least Squares


7. Week

Recursive Methods

Recursive Identification

8. Week

Parameter Estimation

Minimizing Predictor Error

Convergence and Consistency


9. Week

The Instrumental Variable Method

10. Week

Practical Identification


Model Order Estimation

11. Week

Model Structures

Comparison of Different Model Structures

Model Structure Determination and Validation

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