non-parametric identification methods (transient response analysis, fourier analysis ETFE), basics of stochastics, parametric identification methods (least squares with and without stochastic perturbation), model structures for identification (ARMA, ARX, ARMAX), Recursive Least Squares (RLS) method, Least Mean Squares (LMS) concept, weighted least squares method, optimal estimation (Gauß-Markov estimation, Minimum-Variance estimation), optimal observer (Kalman-Filter), dynamic programming due to Bellman, Linear Quadratic Regulator (LQR) problem with finite and infinite time horizon, optimal output regulator (Linear Quadratic Gaussian (LQG) problem), separation principle for the optimal controller and observer design, advanced concepts of state-space control (feedforward of the estimated perturbation, state-space controller with integral part, servoproblem)
