1. Convergence of random variables
2. Nonparametric estimation of distribution function
3. Nonparametric estimation of p.d.f. (kernel)
4. Nonparametric estimation of p.d.f. (orthogonal expansion)
5. Cross-correlation analysis
6. Least squares method, offline version (synthesis, properties)
7. Ls, recursively
8. Instrumental variables method
9. Identification of Hammerstein system
10. Singular value decomposition and its application in system identification
A very useful document for carrying out laboratories. Mathematical formulas from the classes coincide with the formulas from the document. It is useful for writing something theoretical in a report.