(Also available via video. Contact Kristi Wheeler at kristi.wheeler (at) okstate.edu)
Instructor: Martin Hagan
Office: 311 E.S. Phone: (405) 744-7340
Email: mhagan (at) okstate.edu
System
Identification: Theory for the User
Author: - Lennart Ljung
Publisher: Prentice-Hall
System Identification deals with the problem of building mathematical models of dynamic systems, based on observed data. This course will investigate the latest techniques for system identification. Applications of system identification to simulation, prediction, control and signal processing will be discussed. Emphasis will be placed on the following topics: experiment design, preliminary model development, parameter estimation, and model validation. Linear systems will be the main focus of the course, but the modeling of nonlinear and chaotic systems will also be covered.
The course grade will be based on two examinations, homeworks and quizzes, and a term project.
ECEN/MAE 5513, or equivalent course in probability and random processes.