Quick Overview: Introduction Note that the internet link used around 23:00 is no longer valid ! Instead use: ... Model structures: ARX, ARMAX, OE, BJ Model sets: 00:00 Equation error or ARX models: 08:36 One step ahead predictor: 14:37 ... Model estimation Guiding principles: 00:00 Evaluating candidate models: 01:47 Minimizing prediction errors: 02:50 Choice of ...
System Identification Linear Theory Video - Detailed Overview & Context
Introduction Note that the internet link used around 23:00 is no longer valid ! Instead use: ... Model structures: ARX, ARMAX, OE, BJ Model sets: 00:00 Equation error or ARX models: 08:36 One step ahead predictor: 14:37 ... Model estimation Guiding principles: 00:00 Evaluating candidate models: 01:47 Minimizing prediction errors: 02:50 Choice of ... Minimum Variance (MV) controller and control performance monitoring (Harris index) Minimum variance control and control ... Introduction: overfitting and hairdryer example Design options and model validation Introduction: 00:00 Bias and variance: bull's eye chart: 08:36 Bias and variance ...
Simulation and prediction Illustrative example: 00:00 Simulation: 06:52 Prediction: Assumptions on the noise model: 10:52 ...