This course is not currently offered, please contact the school or faculty of your program.

Course description

(offered even years only) Introductory multivariate statistical analysis including principal components & discriminant analysis; system identification & parameter estimation in linear systems. Wiener Theory, Kalman filter & extended Kalman filter; smoothed estimators; duality & equivalence between estimation & control. Modal testing & analysis & finite-element updating; time & frequency-domain techniques for parameter identification.