Course Catalog 2009-2010
International

Basic Pori International Postgraduate Open University

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Course Catalog 2009-2010

ACI-42076 System Identification, 5 cr

Person responsible

Matti Vilkko

Implementations

  Lecture times and places Target group recommended to
Implementation 1

Periods 1 1 - 2

 
 


Requirements

A Computer Examination with Matlab and System Identification Toolbox.

Principles and baselines related to teaching and learning

-

Learning outcomes

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   


Study material

Type Name Author ISBN URL Edition, availability, ... Examination material Language
Book   System Identification, Theory for the User   Lennart Ljung   0-13-656695-2     ISBN 0-13-656695-2      Suomi  


Prerequisites

Course Mandatory/Advisable Description
ACI-20090 Computer Simulation Techniques Advisable    
MAT-20500 Probability Calculus Advisable    

Prerequisite relations (Requires logging in to POP)

Correspondence of content

Course Corresponds course  Description 
ACI-42076 System Identification, 5 cr ACI-42070 Identification, 5 cr  

Additional information

The course is accepted as a post craduate course if the grade is at least 3. Recommended for IV-V year. The cource will be implemented every second year. The next implementation will be in academic year 2011-2012.

More precise information per implementation

  Description Methods of instruction Implementation
Implementation 1   Lectures
Excercises
   
Contact teaching: 0 %
Distance learning: 0 %
Self-directed learning: 0 %  


Last modified25.01.2010
ModifierMatti Vilkko