SCE 513 · L4

Chapter 4 · Simulation and Prediction

Explainer series for notes/system identification/SCE 513 Lecture_04.pdf (L4, 27 slides), which follows Ljung, System Identification, §3.2. Watch in order; each part assumes the ones before it.

1. 1
   
   Simulate or Predict? What a Model Is For

   4:06
2. 2
   
   Undoing the Noise Filter: the Inverse Noise Model

   5:20
3. 3
   
   Computing H⁻¹: Tables and Long Division

   5:18
4. 4
   
   One-Step-Ahead Prediction of the Disturbance

   4:42
5. 5
   
   One-Step-Ahead Prediction of the Output, and the Innovation

   5:58