Lecture 6
Tid: Måndag 18 november 2013 kl 10:15 - 12:00
Plats: Q13
Info:
Fundamental properties of estimation algorithms
- Identifiability
- Persistence of excitation
- Consistency
- Asymptotic distribution of PEM
Reading Material
Ljung: Chapters 4.5-4.6, 8
Optional References
Lecturer
Cristian Rojas