TYPE OF COURSE UNIT	Elective Course
LEVEL OF COURSE UNIT	Master's Degree With Thesis
YEAR OF STUDY	-
SEMESTER	-
NUMBER OF ECTS CREDITS ALLOCATED	10
NAME OF LECTURER(S)	Assistant Professor Andaç Töre Şamiloğlu
LEARNING OUTCOMES OF THE COURSE UNIT	At the end of this course, the students; 1) An ability to apply knowledge of mathematics, science, and engineering 2) An ability to identify system models 3) An ability to identify, formulate, and solve engineering problems 4) An understanding of professional and ethical responsibility
MODE OF DELIVERY	Face to face
PRE-REQUISITES OF THE COURSE	No
RECOMMENDED OPTIONAL PROGRAMME COMPONENT	None
COURSE DEFINITION	Mathematical models of systems from observations of their behavior; time series, state-space, and input-output models; model structures, parameterization, and identifiability; non-parametric methods; prediction error methods for parameter estimation, convergence, consistency, and asymptotic distribution; relations to maximum likelihood estimation; recursive estimation; relation to Kalman filters; structure determination; order estimation; Akaike criterion; bounded but unknown noise model; and robustness and practical issues.
COURSE CONTENTS	WEEK TOPICS 1st Week Introduction to System Identification 2nd Week Background: Random Variables and Stochastic Processes 3rd Week Signals and Systems and Related Topics 4th Week Nonparametric Identification 5th Week Linear Regression 6th Week Input Signals 7th Week Parameter Estimation: Minimizing Prediction Error, Identifiability, Consistency, Biase 8th Week Least Squares 9th Week Parameter Estimation: Convergence and Consistency, Asymptotic Distribution of Parameter Estimates 10th Week MIDTERM 11th Week Algorithms: Computing the Estimates, Recursive Estimation 12th Week Identification in Practice: Aliasing due to Sampling, Closed Loop Data 13th Week Bounded but Unknown Disturbances: Identification in the Worst Case, Optimal Algorithms 14th Week Bounded but Unknown Disturbances: Optimal Inputs, Robustness Consideration 15th Week Adaptive Control: Certainty Equivalence, Stability Issues in Time-varying Systems 16th Week Adaptive Control: Stability of an Adaptive Systems
RECOMENDED OR REQUIRED READING	Ljung, Lennart. System Identification: A Theory for the User. 2nd ed. Upper Saddle River, NJ: Prentice Hall, 1998. ISBN: 0136566952
PLANNED LEARNING ACTIVITIES AND TEACHING METHODS	Lecture,Problem Solving
ASSESSMENT METHODS AND CRITERIA	Quantity Percentage(%) Mid-term 1 35 Assignment 2 10 Project 2 10 Total(%) 45 Contribution of In-term Studies to Overall Grade(%) 45 Contribution of Final Examination to Overall Grade(%) 55 Total(%) 100
ECTS WORKLOAD	Activities Number Hours Workload Midterm exam 1 3 3 Preparation for Quiz Individual or group work 14 4 56 Preparation for Final exam 1 60 60 Course hours 14 3 42 Preparation for Midterm exam 1 30 30 Laboratory (including preparation) Final exam 1 3 3 Homework 2 10 20 Project 2 40 80 Total Workload 294 Total Workload / 30 9,8 ECTS Credits of the Course 10
LANGUAGE OF INSTRUCTION	Turkish
WORK PLACEMENT(S)	No