Course Catalog 2007-2008

ACI-42076 SYSTEM IDENTIFICATION, 5 cr
System Identification

Courses persons responsible
Matti Vilkko

Lecturers
Matti Vilkko

Implementations
Person responsible: Matti Vilkko
  Period 1 Period 2 Period 3 Period 4 Period 5 Summer
Lecture 2 h/week 2 h/week - - - -
Exercise 2 h/week 2 h/week - - - -
Exam  
(Timetable for academic year 2007-2008)

Objectives
The objective is to provide basic theoretical and practical knowledge to student so that he can understand and apply the most important system identification methods.

Content
Content Core content Complementary knowledge Specialist knowledge
1. Models and systems
- impulse responce
- frequency responce
- spectrum
- linear time invariant systems, model structures
- noise model 		 Periodogram, windowing  Blackman-Tukey, Hamming, etc. 
2. Methods:
- non-parametric time and frequency domain methods
- parameter estimation methods, residual, LR, LSE
- parameter computation, iterative methods
- recursive estimation 		 Prewhitening, ETFE, RLS algorithm  QR decomposition, Newton, Quasi-Newton, LM, gradient computation, matrix inversion lemma 
3. Application of identification:
- experiment desing
- data preprocessing
- identification objective
- model structure selection
- validation 		 identification of feedback system  Integrator in target system 
4. Identification tool usage:
- process of identification
- Matlab System Identification Toolbox
- model comparison in time and frequency domain, residual analysis 		 detection of delay in the system    

Requirements for completing the course
A Computer Examination with Matlab and System Identification Toolbox.

Evaluation criteria for the course

  • Used assessment scale is numeric (1-5)

    • Study material
    Type Name Auhor ISBN URL Edition, availability... Exam material Language
    Book System Identification, Theory for the User Lennart Ljung 0-13-656695-2   ISBN 0-13-656695-2 No   

    Prerequisites
    Code Course Credits M/R
    ACI-20090 ACI-20090 Computer Simulation Techniques 5 Recommendable
    MAT-20500 MAT-20500 Probability Calculus 3 Recommendable

    Prequisite relations (Sign up to TUT Intranet required)

    Remarks

    The course is accepted as a post craduate course if the grade is at least 3. Recommended for IV-V year.

  • The course is suitable for postgraduate studies.

    • Distance learning

  • ITC utilized during the course

    • - In information distribution via homepage, newsgroups or mailing lists, e.g. current issues, timetables
    - In distributing and/or returning exercise work, material etc
    - In exams or assessment of knowledge and skill/learning

    Scaling
    Methods of instructionHours
    Lectures 55
    Exercises 35

    Study materials Hours
    Book 24

    Other scaledHours
    New tools and study methods 10
    Preparation for exam 10
    Total sum 134

    Principles and starting points related to the instruction and learning of the course

  • Autonomous exercises, teacher support available if required.

    • Correspondence of content
    ACI-42070 System Identification

    Course homepage

    Last modified 09.03.2007
    Modified byMatti Vilkko