Contents


Statistics Refresher

– Sample Mean and Median — 21 pp.
– Sample Variance — 18 pp.
– Covariance Matrix — 16 pp.

System Identification

– Encounter the Main Actors in System Identification — 49 pp.
– Location properties: Unbiasedness and Consistency — 27 pp.
– Dispersion Properties: The Covariance Matrix — 15 pp.
– Likelihood Function — 6 pp.
– Fisher Information and Cramér-Rao Lower Bound — 13 pp.
– Matching the Model to the Data: Choice of the Error Signal and Cost Function — 41 pp.
– Tuning the Model Complexity — 29 pp.
– Identification of linear-in-the-parameters models — 21 pp.
– Recursive Identification – Illustration on the Sample Mean — 6 pp.

Design of Excitation Signals

– Sampling – The Bridge Between Continuous-Time and Discrete-Time Signals — 14 pp.
– Reconstruction of a Continuous-Time Signal from a Discrete-Time Sequence — 18 pp.
– The FFT – The Gate to the Frequency Domain — 24 pp.
– Design of Excitation Signals – User Choices — 25 pp.
– Periodic Signals – Practical Use — 14 pp.
– Swept Sine — 12 pp.
– Multisine — 20 pp.
– Logarithmic Frequency Grid Excitation — 9 pp.
– Random Phase Multisine — 15 pp.
– Crest Factor of Band Limited Signals — 3pp.

Nonparametric Identification

– Under Construction

Identification of Linear Systems

– Under Construction

Identification in the Presence of Nonlinear Distortions

– Under Construction

Identification of Nonlinear Systems

– Under Construction