EE 537 - System Identification

All lecture notes are available for download in pdf here.

Lecture notes

1. Transient and Frequency analysis
2. Correlation analysis
3. Fourier analysis
4. Spectral analysis
5. Input signals
6. Linear least-squares
7. Variations on least-squares
8. Statistical estimation
9. Model parametrization
10. Prediction error methods
11. Instrument variable methods
12. Recursive identification methods
13. Model selection and model validation
14. Identification of closed loop systems
15. Some practical aspects
16. Subspace methods

Course Information

Lectures:EE404, Monday 2-5 pm Textbooks:

• 20. Soderstrom and P. Stoica, System Identification, Prentice Hall. 1989 (available for download from the author website)
• 12. Ljung, System Identification: Theory for the User, 2nd edition, Prentice Hall, 1999

Grading:Homework 20% Midterm 30% Final 30% Project 20%