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Identification and Estimation

COURSE: Identification and Estimation

Code: FEIT01005

ECTS points: 6 ECTS

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

Lecturer: prof. Elizabeta Lazarevska, PhD

Subject of the course content: mathematical models of linear dynamic systems and stochastic signals, nonparametric identification of continuous-time systems in the frequency domain, nonparametric identification  of continuous and discrete-time systems witn correlation analysis, parametric identification of continuous and discrete-time systems, identification of multi-variable systems, identification of nonlinear systems, identification software and applications.

Literature:

  1. Rolf Isermann, Marco Munchhof, Identification of Dynamic Systems: An Introduction with Applications, 2011.
  2. Ljung Lennart, Systems Identification, Theory of the Users, Prentice-Hall, 1999.