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Course Catalog 2011-2012
ACI-42076 System 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 course is implemented every second academic year. Next implementation will be 2011-2012.
Suitable for postgraduate studies
Person responsible
Matti Vilkko
Lessons
Study type | P1 | P2 | P3 | P4 | Summer | Implementations | Lecture times and places |
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Requirements
A Computer Examination with Matlab and System Identification Toolbox.
Principles and baselines related to teaching and learning
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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 |
Prerequisite relations (Requires logging in to POP)
Correspondence of content
Course | Corresponds course | Description |
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More precise information per implementation
Implementation | Description | Methods of instruction | Implementation |
Contact teaching: 0 % Distance learning: 0 % Self-directed learning: 0 % |