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Lecture 10

Tid: Torsdag 5 december 2013 kl 10:15 - 12:00 2013-12-05T10:15:00 2013-12-05T12:00:00

Kungliga Tekniska högskolan
FEL3201 Data Driven Modeling - Basic Course (8 credits)

Plats: Q11

Info:

Estimation Algorithms

  • Solving normal equations using QR-factorization
  •  Non-linear optimization
  • Two- and multi-stage methods
  • The EM-algorithm

Reading Material

Ljung: Chapter 10

Lecture Slides

Lecturer

Cristian Rojas
Administratör Håkan Hjalmarsson skapade händelsen 11 oktober 2013

Administratör Håkan Hjalmarsson ändrade rättigheterna 14 oktober 2013

Kan därmed läsas av alla och ändras av håkan hjalmarsson (hjalmars@kth.se).
Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

Model Selection and Model Validation
* Classic model order selection  criteria (AIC, BIC, MDL),
*  Hypothesis tests
Reading Material Ljung: Chapter 16¶

Optional References
* Slides 10
* Slides 11
Lecturer Cristian Rojas¶

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

Model Selection and Model ValidEstimation Algorithms
* Solving normal equations using QR-factorization
* Classic model order selection  criteria (AIC, BIC, MDL),
*  Hypothesis test Non-linear optimization
* Two- and multi-stage methods
Reading Material Ljung: Chapter 160

Optional References
* Slides 10
* Slides 11
Lecturer Cristian Rojas

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

Estimation Algorithms
* Solving normal equations using QR-factorization
*  Non-linear optimization
* Two- and multi-stage methods
* The EM-algorithm
 Reading Material Ljung: Chapter 10

Optional References
* Slides 10
* Slides 11
Lecturer Cristian Rojas

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

Estimation Algorithms
* Solving normal equations using QR-factorization
*  Non-linear optimization
* Two- and multi-stage methods
* The EM-algorithm
Reading Material Ljung: Chapter 10

Optional References
* Slides 10
* Slides 11
Lecturer Cristian RojasHåkan Hjalmarsson

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

Estimation Algorithms
* Solving normal equations using QR-factorization
*  Non-linear optimization
* Two- and multi-stage methods
* The EM-algorithm
Reading Material Ljung: Chapter 10

Optional References
* Slides 10
* Slides 11
Lecturer Håkan Hjalmarsson

Administratör Håkan Hjalmarsson redigerade 21 oktober 2013

Estimation Algorithms
* Solving normal equations using QR-factorization
*  Non-linear optimization
* Two- and multi-stage methods
* The EM-algorithm
Reading Material Ljung: Chapter 10

Optional References Lecturer Håkan HjalmarssonCristian Rojas

Administratör Håkan Hjalmarsson redigerade 23 oktober 2013

Q11

Administratör Cristian Rojas redigerade 3 november 2013

Lecture 110

Administratör Cristian Rojas redigerade 2 december 2013

Estimation Algorithms
* Solving normal equations using QR-factorization
*  Non-linear optimization
* Two- and multi-stage methods
* The EM-algorithm
Reading Material Ljung: Chapter 10

Optional ReferencesLecture Slides
* Lecture 10¶


 Lecturer Cristian Rojas

Hela världen får läsa.

Senast ändrad 2013-12-02 18:43

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