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Lecture 5

Tid: Måndag 11 november 2013 kl 10:15 - 12:00 2013-11-11T10:15:00 2013-11-11T12:00:00

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

Plats: L31

Info:

System Estimation Methods III: Structured Estimation using Subspace identification

Reading Material

Ljung: Chapters  4.3, 7.3, 10.6

Lectur Slides

Lecturer

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

Asymptotic Properties Consistency,   convergence and asymptotic normality of estimation methods.

Reading Material Ljung: Chapters 8,9

Optional references Slides 6,

Slides 7

Lecturer Cristian Rojas¶

Administratör Håkan Hjalmarsson redigerade 11 oktober 2013

Asymptotic Properties Consistency,   convergence and asymptotic normality of estimation methods.System Estimation Methods II: Structured Estimation Model structures, Maximum likelihood estimation, The prediction error method,  Instrumental variables

Reading Material Ljung: Chapters 8,9 7 (except 7.3)

Optional references
* Slides 6, ¶ Slides 7¶ 1  
* Slides 2
* Slides 3
* Slides 4
* Slides 5
* Max-Max problem
 Lecturer Cristian Rojas

Administratör Håkan Hjalmarsson redigerade 11 oktober 2013

System Estimation Methods II: Structured Estimation Model structures, Maximum likelihood estimation, The prediction error method,  Instrumental variables

Reading Material Ljung: Chapter 7 (except 7.3)

Optional referencesMaterial
* Slides 1  
* Slides 2
* Slides 3
* Slides 4
* Slides 5
* Max-Max problem
Lecturer Cristian Rojas

Administratör Håkan Hjalmarsson redigerade 11 oktober 2013

System Estimation Methods II: Structured Estimation Model structures, Maximum likelihood estimation, The prediction error method,  Instrumental variables

Reading Material Ljung: Chapter 7 (except 7.3)

Optional Material
* Slides 1  
* Slides 2
* Slides 3
* Slides 4
* Slides 5
* Max-Max problem
 Lecturer Cristian Rojas

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 III: Structured Estimation using Subspace identification Model structures, Maximum likelihood estimation, The prediction error method,  Instrumental variables

Reading Material Ljung: Chapter 7 (except 7.3)

Optional Material
* Slides 1  
* Slides 2
* Slides 3
Lecturer Cristian Rojas

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

System Estimation Methods III: Structured Estimation using Subspace identification Model structures, Maximum likelihood estimation, The prediction error method,  Instrumental variables

Reading Material Ljung: Chapter 7 (except 7.3)s  4.3, 7.3, 10.6

Optional Material
* Slides 1  
* Slides 2
* Slides 3
Lecturer Cristian Rojas

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

System Estimation Methods III: Structured Estimation using Subspace identification Model structures, Maximum likelihood estimation, The prediction error method,  Instrumental variables

Reading Material Ljung: Chapters  4.3, 7.3, 10.6

Optional Material
* Slides 1  
* Slides 2
* Slides 3      4
Lecturer Cristian Rojas

Administratör Cristian Rojas redigerade 22 oktober 2013

System Estimation Methods III: Structured Estimation using Subspace identification Model structures, Maximum likelihood estimation, The prediction error method,  Instrumental variables

Reading Material Ljung: Chapters  4.3, 7.3, 10.6

Optional Material
* Slides      4
Lecturer Cristian Rojas

Administratör Håkan Hjalmarsson redigerade 23 oktober 2013

L31

Administratör Cristian Rojas redigerade 31 oktober 2013

System Estimation Methods III: Structured Estimation using Subspace identification Model structures, Maximum likelihood estimation, The prediction error method,  Instrumental variables

Reading Material Ljung: Chapters  4.3, 7.3, 10.6

Optional Material
* Slides 4
Lecturer Cristian Rojas

Administratör Cristian Rojas redigerade 31 oktober 2013

System Estimation Methods III: Structured Estimation using Subspace identification

Reading Material Ljung: Chapters  4.3, 7.3, 10.6

Optional Material
*Lectur Slides 4
*  
Lecturer Cristian Rojas

Administratör Cristian Rojas redigerade 3 november 2013

System Estimation Methods III: Structured Estimation using Subspace identification

Reading Material Ljung: Chapters  4.3, 7.3, 10.6

Lectur Slides
*  Lecture 5
Lecturer Cristian Rojas

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Senast ändrad 2013-11-03 15:09

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