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EE 5327. SYSTEM IDENTIFICATION AND ESTIMATION. 3 Hours.

Introduction to parametric and non-parametric modeling and identification and estimation methods for linear and nonlinear systems. Methods covered include linear and non-linear least squares, LTI (linear time-invariant) black-box models, empirical transfer function estimate, state-space and frequency domain model reduction methods, Kalman filtering and self-tuning adaptive control. Introductory systems and signals courses, such as EE 5302 and EE 5307, are desirable.