COURSE UNIT TITLE

Offered By

Graduate School of Natural and Applied Sciences

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

ASISTANT PROFESSOR HATICE DOĞAN

Offered to

ELECTRICAL AND ELECTRONICS ENGINEERING NON -THESIS (EVENING PROGRAM)
ELECTRICAL AND ELECTRONICS ENGINEERING
ELECTRICAL AND ELECTRONICS ENGINEERING

Course Objective

The objective is to build mathematical models of systems from observations of their
behavior. The topics include 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.

Learning Outcomes of the Course Unit

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Recomended or Required Reading

Ljung, Lennart.System Identification: A Theory for the User. 2nd ed. Upper Saddle
River, NJ: Prentice Hall, 1998. ISBN: 0136566952.

Planned Learning Activities and Teaching Methods

Formal lectures with active participation, classical midterm and final examinations,
regular homeworks.

Assessment Methods

Further Notes About Assessment Methods

None

Assessment Criteria

To be announced.

Language of Instruction

English

Course Policies and Rules

To be announced.

Contact Details for the Lecturer(s)

To be announced.

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Contribution of Learning Outcomes to Programme Outcomes