Syllabus

Introduction, discrete systems, basic signal theory, Open‐loop LTI SISO systems, time domain, frequency domain Least Squares Estimation, Covariance in Stationary, Ergodic Processes, White Noise, Detection of Periodicity and Transmission Delays, ARMA Processes.

Non‐parametric identification: correlations and spectral analysis, Subspace identification, Identification with “Prediction Error” ‐methods: prediction, model structure, approximate models, order selection, validation, ARX and ARMAX Input Models, Ourput Error Model, Box‐Jenkins Model. Non‐linear model equations, Linearity in the parameters, Identifiability of parameters, Error propagation, MIMO‐systems, Identification in the frequency domain, Identification of closed loop systems, Non‐linear optimization