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Computing the estimate
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Classroom Contents
Linear ARX Models in System Identification with Julia - Part 2
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- 1 Intro to linear models
- 2 Discrete and continuous time
- 3 The ARX model
- 4 Least-squares estimation
- 5 In practice
- 6 Constructing the regressor matrix
- 7 Computing the estimate
- 8 Using the built-in arx function
- 9 Consistency of the ARX least-squares estimate
- 10 Total least-squares estimation
- 11 Increasing the model order
- 12 Uncertainty quantification
- 13 Summary
