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Administrator Håkan Hjalmarsson edited 16 October 2013
Fredag 229 november 2013 kl 10:15 - 12:00
A Minimum-Mean-Square Error Perspective on Model Selection
* Model selection as the minimization of the mean-square estimation error
* SURE - Stein's Unbiased Risk Estimate
* ML-estimation
Reading material Optional material Lecturer Håkan Hjalmarsson¶
Administrator Håkan Hjalmarsson edited 16 October 2013
Fredag 29 november 2013 kl 10:15 - 121:00
Administrator Håkan Hjalmarsson edited 21 October 2013
Selected Topics 45 (FEL3202 Extended Course (12 credits))
Administrator Håkan Hjalmarsson edited 23 October 2013
K53
Administrator Håkan Hjalmarsson edited 28 November 2013
Friday 29 NovTuesday 3 December 2013 at 103:15 - 114:00
Administrator Håkan Hjalmarsson edited 28 November 2013
K53
Administrator Håkan Hjalmarsson edited 28 November 2013
L31
Administrator Håkan Hjalmarsson edited 21 October 2013
Selected Topics 43 (FEL3202 Extended Course (12 credits))
Administrator Håkan Hjalmarsson edited 21 October 2013
FreTisdag 159 november 2013 kl 10:15 - 11:00
Subspace identificationFundamental properties ¶
Optional Reading ¶
Lecturer Cristian Rojas¶
Administrator Cristian Rojas edited 31 October 2013
Fundamental properties
Optional Reading ¶Lecture Slides
*
Lecturer Cristian Rojas
Administrator Cristian Rojas edited 3 November 2013
Fundamental properties * Asymptotic covariance expressions (for high model orders)
* Proof of a.s. convergence results
Lecture Slides
* Special topics 3
Lecturer Cristian Rojas