ELEC 5486 - Modeling and System Identification

Linear time-invariant and time-varying models. Nonlinear state space models. Non-parametric methods. Parameter estimation methods. Convergence and consistency. Computational methods in estimation. Recursive estimation methods. Experiment design and choice of identification criterion. Model structure selection and model validation. Prereq: ELEC 3817 or MATH 3800, and ELEC 4136 or4276. Semester Hours: 3 to 3