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Selected Topics 4 (FEL3202 Extended Course (12 credits))

Tid: Fredag 22 november 2013 kl 10:15 - 11:15 2013-11-22T10:15:00 2013-11-22T11:15:00

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

Plats: L43

Info:

Model Quality Evaluation

  • Decay rate of the Cramér-Rao bound
  • Barankin bound and SNR-threshold effect
  • Superefficiency
  • Nuisance parameters

Reading material

Lecture Slides

Lecturer

Cristian Rojas
Administratör Håkan Hjalmarsson skapade händelsen 16 oktober 2013
Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

Model Quality Evaluation
* A geometric framework
 ¶

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

Model Quality Evaluation
* A geometric framework
 Reading material
* A Geometric Approach to Variance Analysis in System Identification, H. Hjalmarsson and J. Mårtensson, IEEE Transactions on Automatic Control, 56(5), pp. 983-997, 2011.
* Variance Analysis in SISO Linear Systems, J. Mårtensson and H. Hjalmarsson, Draft.


Optional material  Lecturer Håkan Hjalmarsson

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

Model Quality Evaluation
* Stochastic convergence concepts
 * A geometric framework
Reading material
* A Geometric Approach to Variance Analysis in System Identification, H. Hjalmarsson and J. Mårtensson, IEEE Transactions on Automatic Control, 56(5), pp. 983-997, 2011.
* Variance Analysis in SISO Linear Systems, J. Mårtensson and H. Hjalmarsson, Draft.

Optional material  Lecturer Håkan Hjalmarsson

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

Model Quality Evaluation
* Stochastic convergence concepts
* Stein's paradox
* Superefficiency
* Other bounds than the Cramér-Rao
 * A geometric framework
Reading material
* Slides      8
* Slides 9
 * A Geometric Approach to Variance Analysis in System Identification, H. Hjalmarsson and J. Mårtensson, IEEE Transactions on Automatic Control, 56(5), pp. 983-997, 2011.
* Variance Analysis in SISO Linear Systems, J. Mårtensson and H. Hjalmarsson, Draft.

Optional material  Lecturer Håkan Hjalmarsson

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

Model Quality Evaluation
* Stochastic convergence concepts
* Stein's paradox
* Superefficiency
* Other bounds than the Cramér-Rao
* A geometric framework
Reading material
* Slides      8
* Slides 9
* A Geometric Approach to Variance Analysis in System Identification, H. Hjalmarsson and J. Mårtensson, IEEE Transactions on Automatic Control, 56(5), pp. 983-997, 2011.
* Variance Analysis in SISO Linear Systems, J. Mårtensson and H. Hjalmarsson, Draft.

Optional material  Lecturer Håkan Hjalmarsson

Administratör Håkan Hjalmarsson redigerade 16 oktober 2013

Model Quality Evaluation
* Stochastic convergence concepts
* Stein's paradox
* Superefficiency
* Other bounds than the Cramér-Rao
* A geometric framework
Reading material
* Slides 8
* Slides 9
* A Geometric Approach to Variance Analysis in System Identification, H. Hjalmarsson and J. Mårtensson, IEEE Transactions on Automatic Control, 56(5), pp. 983-997, 2011.
* Variance Analysis in SISO Linear Systems, J. Mårtensson and H. Hjalmarsson, Draft.

Optional material  Lecturer Håkan HjalmarssonCristian Rojas

Administratör Håkan Hjalmarsson ändrade rättigheterna 21 oktober 2013

Kan därmed läsas av alla och ändras av håkan hjalmarsson (hjalmars@kth.se).
Administratör Håkan Hjalmarsson redigerade 21 oktober 2013

Selected Topics 34 (FEL3202 Extended Course (12 credits))

Administratör Håkan Hjalmarsson redigerade 23 oktober 2013

L43

Administratör Cristian Rojas redigerade 31 oktober 2013

Model Quality Evaluation
* Stochastic convergence concepts
* Stein's paradox
* Superefficiency
* Other bounds than the Cramér-Rao
* A geometric framework
Reading material
* Slides 8
* Slides 9
 * A Geometric Approach to Variance Analysis in System Identification, H. Hjalmarsson and J. Mårtensson, IEEE Transactions on Automatic Control, 56(5), pp. 983-997, 2011.
* Variance Analysis in SISO Linear Systems, J. Mårtensson and H. Hjalmarsson, Draft.
 Lecture Slides
*

Optional material   Lecturer Cristian Rojas

Administratör Cristian Rojas redigerade 3 november 2013

Model Quality Evaluation
* Stochastic convergence concepts
* Stein's paradox
* Superefficiency
* Other bounds than the Cramér-Rao
* A geometric framework
Reading material
* A Geometric Approach to Variance Analysis in System Identification, H. Hjalmarsson and J. Mårtensson, IEEE Transactions on Automatic Control, 56(5), pp. 983-997, 2011.
Lecture Slides
* Decay rate of the Cramér-Rao bound
* Barankin bound and SNR-threshold effect
* Superefficiency
* Nuisance parameters
Reading material Lecture Slides
* Special topics 4
Lecturer Cristian Rojas

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Senast ändrad 2013-11-03 16:08

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