These are personal notes for the course and reflect our current understanding of the subject. The notes have not been reviewed, so the usual warning applies: use these notes at own risk!
Suggestions and PRs are welcome.
- 2023-12-14: added closed-loop identification
- 2023-12-16: added clarification on bias for ARX models
- 2023-12-18: added question about derivation of the James-Stein estimator
- 2023-12-22: added personal solutions to the final exam
- 2024-01-02: added frequency domain analysis
- 2024-01-08: added time domain analysis
- 2024-01-15: added subspace identification