0

(

ratings

)

1

students

Created by:

Profile Photo

Last updated:

September 23, 2023

Duration:

Unlimited Duration

FREE

This course includes:

Unlimited Duration

Badge on Completion

Certificate of completion

Unlimited Duration

Description

This course provides a broad theoretical basis for system identification, estimation, and learning.

Students will study least squares estimation and its convergence properties, Kalman filters, noise dynamics and system representation, function approximation theory, neural nets, radial basis functions, wavelets, Volterra expansions, informative data sets, persistent excitation, asymptotic variance, central limit theorems, model structure selection, system order estimate, maximum likelihood, unbiased estimates, Cramer-Rao lower bound, Kullback-Leibler information distance, Akaike’s information criterion, experiment design, and model validation.

Course Curriculum

  • Introduction Unlimited
    • Recursive Least Square (RLS) Algorithms Unlimited
    • Properties of RLS Unlimited
    • Random Processes, Active Noise Cancellation Unlimited
    • Discrete Kalman Filter-1 Unlimited
    • Discrete Kalman Filter-2 Unlimited
    • Continuous Kalman Filter Unlimited
    • Extended Kalman Filter Unlimited
    • Prediction Modeling of Linear Systems Unlimited
    • Model Structure of Linear Time-invariant Systems Unlimited
    • Time Series Data Compression, Laguerre Series Expansion Unlimited
    • Non-linear Models, Function Approximation Theory, Radial Basis Functions Unlimited
    • Neural Networks Unlimited
    • Error Back Propagation Algorithm Unlimited
    • Perspective of System Identification, Frequency Domain Analysis Unlimited
    • Informative Data Sets and Consistency Unlimited
    • Informative Experiments: Persistent Excitation Unlimited
    • Asymptotic Distribution of Parameter Estimates Unlimited
    • Experiment Design, Pseudo Random Binary Signals (PRBS) Unlimited
    • Maximum Likelihood Estimate, Cramer-Rao Lower Bound and Best Unbiased Estimate Unlimited
    • Information Theory of System Identification: Kullback-Leibler Information Distance, Akaike’s Information Criterion Unlimited

About the instructor

5 5

Instructor Rating

1

Reviews

1520

Courses

1915

Students

Profile Photo
Massachusetts Institute of Technology