GE 524

Credit: 4 hours.

Identification and building of mathematical and computational models directly from data. An overview of systems and model types, such as state-space models and distributed parameter model; parametric estimation methods, such as regression and last-squares methods; recent subspace identification methods; data preprocessing techniques; model validation methods. Applications to a wide range of dynamical systems, including biological systems, electro-mechanical systems, economic systems are reflected in assignments.

Prerequisite: GE 331 and GE 424.