鉴定,估计和学习Identification, Estimation, and Learning |
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课程网址: | http://ocw.mit.edu/courses/mechanical-engineering/2-160-identific... |
主讲教师: | Prof. Harry Asada |
开课单位: | 麻省理工学院 |
开课时间: | 2006-01-01 |
课程语种: | 英语 |
中文简介: | 本课程为系统识别、估计和学习提供了广泛的理论基础。学生将学习最小二乘估计及其收敛特性、卡尔曼滤波器、噪声动力学和系统表示、函数逼近理论、神经网络、径向基函数、小波、volterra 扩展、信息数据集, 持久激励, 渐近方差, 中心极限定理, 模型结构选择, 系统顺序估计, 最大似然, 无偏估计, 克拉默-拉下限, 库勒-莱伯勒信息距离, 阿凯克的信息标准、实验设计和模型验证。 |
课程简介: | This course provides a broad theoretical basis for system identification, estimation, and learning. Students will study least squares estimation and its convergence properties, Kalman filters, noise dynamics and system representation, function approximation theory, neural nets, radial basis functions, wavelets, Volterra expansions, informative data sets, persistent excitation, asymptotic variance, central limit theorems, model structure selection, system order estimate, maximum likelihood, unbiased estimates, Cramer-Rao lower bound, Kullback-Leibler information distance, Akaike's information criterion, experiment design, and model validation. |
关 键 词: | 系统辨识; 卡尔曼滤波; 噪音动态; 系统表示; 函数逼近论; 神经网络; 径向基函数; 翔实的数据集 |
课程来源: | 麻省理工学院公开课 |
最后编审: | 2020-09-28:yumf |
阅读次数: | 67 |