Data Analysis and System Identification

3 credits · College of Engineering catalogue

Advisory Prerequisite: Graduate standing. Enforced Prerequisite: None. (3 credits) Methods of data analysis and empirical modeling. Sensors and measurement concepts. Time and frequency data analysis; statistical and spectral concepts. Linear regression and identification of time-series models. Parameter estimation using optimization. Basis-function expansions and nonlinear time series identification. Eigensystem realization and subspace identification. Nonlinear state space identification.