System Identification and Estimation

Course: System Identification and Estimation

Code: 3ФЕИТ01004

ECTS points: 6 ECTS

Number of classes per week: 3+0+0+3

Lecturer: Prof. Dr. Elizabeta Lazareva

Course Goals (acquired competencies): To introduce the students to and allow them to master the techniques of contemporary system identification, which will enable them to solve a very large domain of identification problems in different fields - technical as well as non technical.

Course Syllabus: Mathematical models of linear dynamic systems and stochastic signals, identification of non-parametric models in the frequency domain - continuous time signals, identification of non-parametric models with correlation analysis - continuous and discrete time, identification with parametric models - discrete time signals, identification with parametric models - continuous time signals, identification of multi-variable systems, identification of non-linear systems, identification software tools, applications.

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