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Lecture 4

Tid: Torsdag 7 november 2013 kl 10:15 - 12:00 2013-11-07T10:15:00 2013-11-07T12:00:00

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

Plats: Q11

Info:

System Estimation Methods II: Basic Principles cont'd, Structured Estimation

  • Model structures
  • The prediction error method
  • The instrumental variables method
  • Frequency domain identification

Reading Material

Ljung: Chapters 4.1-4.3, 7.5-7.7

Lecture Slides

Optional Material

J. C. Agüero, J. I. Yuz, G. C. Goodwin, R. A. Delgado, On the equivalence of time and frequency domain maximum likelihood estimation, Automatica, 46(2), 2010, 260-270.

Lecturer

Cristian Rojas
Administratör Håkan Hjalmarsson skapade händelsen 11 oktober 2013
Administratör Håkan Hjalmarsson redigerade 11 oktober 2013

Parametric Estimation Methods Least squares, prediction error methods, instrumental variables and subspace methods.

Reading Material Ljung: Chapters 7, 10.6

Optional References Ljung, 1978

Slides      1,

Slides      2,

Slides      3,

Slides      4,

Slides      5,

Max-Max      problem,

Lecturer Håkan Hjalmarsson¶

Administratör Håkan Hjalmarsson redigerade 11 oktober 2013

ParametricSystem Estimation  Methods Least squares, prediction error methods, instrumental variables and subspace methods.¶ Reading Material Ljung: Chapters 7, 10.6¶ Optional References Ljung, 1978¶ Slides      1,¶ Slides      2,¶ Slides      3, ¶ Slides      4, ¶ Slides      5,¶ Max-Max problem,I: Basic principles and unstructured estimation Basic principles for matching models and data, Non-parametric identification¶

Reading Material Ljung: Chapters 4.1-4.2, 4.5, , 6¶

Optional Material L. Ljung.     “On the Estimation of Transfer Functions”. Automatica, Vol. 21(6), pp. 677-696, 1985.

Lecturer Håkan Hjalmarsson

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

System Estimation Methods II: Basic principles and unsStructured eEstimation Basic principles for matching models and data, Non-parametric identification

Reading Material Ljung: Chapters 4.1-4.2, 4.5, , 6

Optional Material L. Ljung.     “On the Estimation of Transfer Functions”. Automatica, Vol. 21(6), pp. 677-696, 1985.

Lecturer Håkan Hjalmarsson

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

System Estimation Methods II: Structured Estimation Basic principles for matching models and data, Non-parametric identification¶
* Model structures
* The prediction error method
* The instrumental variables method
 Reading Material Ljung: Chapters 4.1-4.2, 4.5, , 6

Optional Material L. Ljung.     “On the Estimation of Transfer Functions”. Automatica, Vol. 21(6), pp. 677-696, 1985.

Lecturer Håkan Hjalmarsson

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

System Estimation Methods II: Basic Principles cont'd, Structured Estimation
* Model structures
* The prediction error method
* The instrumental variables method
* Frequency domain identification
 Reading Material Ljung: Chapters 4.1-4.23, 47.5, , 6-7.7

Optional Material L. Ljung.     “On the Estimation of Transfer Functions”. Automatica, Vol. 21(6), pp. 677-696, 1985.

Lecturer Håkan Hjalmarsson

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

System Estimation Methods II: Basic Principles cont'd, Structured Estimation
* Model structures
* The prediction error method
* The instrumental variables method
* Frequency domain identification
Reading Material Ljung: Chapters 4.1-4.3, 7.5-7.7

Optional Material L. Ljung.     “On the Estimation of Transfer Functions”. Automatica, Vol. 21(6), pp. 677-696, 1985.¶ Lecturer Håkan Hjalmarssonecturer Cristian Rojas

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

System Estimation Methods II: Basic Principles cont'd, Structured Estimation
* Model structures
* The prediction error method
* The instrumental variables method
* Frequency domain identification
Reading Material Ljung: Chapters 4.1-4.3, 7.5-7.7

Optional Material
* Slides 1  
* Slides 2
Lecturer Cristian Rojas

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

System Estimation Methods II: Basic Principles cont'd, Structured Estimation
* Model structures
* The prediction error method
* The instrumental variables method
* Frequency domain identification
Reading Material Ljung: Chapters 4.1-4.3, 7.5-7.7

Optional Material
* Slides 1  
 * Slides 2
Lecturer Cristian Rojas

Administratör Cristian Rojas redigerade 22 oktober 2013

System Estimation Methods II: Basic Principles cont'd, Structured Estimation
* Model structures
* The prediction error method
* The instrumental variables method
* Frequency domain identification
Reading Material Ljung: Chapters 4.1-4.3, 7.5-7.7

Optional MaterialLecture Slides
* Slides 2
Lecturer Cristian Rojas

Administratör Håkan Hjalmarsson redigerade 23 oktober 2013

Q11

Administratör Cristian Rojas redigerade 31 oktober 2013

System Estimation Methods II: Basic Principles cont'd, Structured Estimation
* Model structures
* The prediction error method
* The instrumental variables method
* Frequency domain identification
Reading Material Ljung: Chapters 4.1-4.3, 7.5-7.7

Lecture Slides
* Slides 2
Lecturer Cristian Rojas

Administratör Cristian Rojas ställde in händelsen 31 oktober 2013
Administratör Cristian Rojas redigerade 3 november 2013

System Estimation Methods II: Basic Principles cont'd, Structured Estimation
* Model structures
* The prediction error method
* The instrumental variables method
* Frequency domain identification
Reading Material Ljung: Chapters 4.1-4.3, 7.5-7.7

Lecture Slides
* Lecture 4
Lecturer Cristian Rojas

Administratör Cristian Rojas redigerade 3 november 2013

System Estimation Methods II: Basic Principles cont'd, Structured Estimation
* Model structures
* The prediction error method
* The instrumental variables method
* Frequency domain identification
Reading Material Ljung: Chapters 4.1-4.3, 7.5-7.7

Lecture Slides
* Lecture 4
Lecturer Cristian Rojas

Administratör Cristian Rojas redigerade 6 november 2013

System Estimation Methods II: Basic Principles cont'd, Structured Estimation
* Model structures
* The prediction error method
* The instrumental variables method
* Frequency domain identification
Reading Material Ljung: Chapters 4.1-4.3, 7.5-7.7

Lecture Slides
* Lecture 4
Optional Material J. C. Agüero, J. I. Yuz, G. C. Goodwin, R. A. Delgado, On the equivalence of time and frequency domain maximum likelihood estimation, Automatica, 46(2), 2010, 260-270.¶

 Lecturer Cristian Rojas

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