图 书 馆
系统识别6.435 System Identification |
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| 课程网址: | http://ocw.mit.edu/courses/electrical-engineering-and-computer-sc... |
| 主讲教师: | Prof. Munther Dahleh |
| 开课单位: | 麻省理工学院 |
| 开课时间: | 2005-03-01 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | 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 estimation; Akaike criterion; bounded but unknown noise model; and robustness and practical issues. |
| 关 键 词: | 数学模型; 时间序列; 状态空间; 投入产出模型 |
| 课程来源: | 麻省理工大学公开课 |
| 最后编审: | 2015-11-21：cmh |
| 阅读次数: | 52 |