EELE 525 — System Identification: 3 Credits (3 Lec)
() Fall alternating, odd years. System identification with emphasis on off-line techniques. Stability of matrix decompositions used for identification. Recursive least squares, auto regressive techniques, hypothesis testing. Geometrical and statistical interpretations of least squares, maximum likelihood, and Bayesian estimation. Derivative and derivative-free iterative solutions. Modeling and model order selection. Analytical techniques including Lagrange multipliers
Prerequisites: EELE 422