Open Course Space

System Identification

Massachusetts Institute of TechnologyUnited States6.435
Free, no sign-up neededSpring 2005English
Go to course on MIT OpenCourseWare

This course is offered to graduates and includes topics such as mathematical models of systems from observations of their behavior; time series, state-space, and input-output models; model structures, parametrization, and identifiability; non-parametric methods; prediction error methods for parameter estimation, convergence, consistency, and asymptotic distribution; relations to maximum likelihood estimation; recursive estimation; relation to Kalman filters; structure determination; order…

Description from MIT OpenCourseWare.

Where to take this course