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System Identification

Course type

Gives the fundamental theory of identification of dynamical systems, i.e. how to use measured input-output data to build mathematical models, typically in terms of differential or difference equations.


Every 2 years.

Current Information for Spring 2016

The course will start on Wednesday January 13 at 13.15 in Algoritmen.



Basic undergraduate courses in statistics, signals and systems. Examples: TAMS08, TSRT12, TAMS45 or TSIT64, TSRT64


  • The mathematical foundations of System Identification
  • Non-parametric techniques
  • Parametrizations and model structures
  • Parameter estimation
  • Asymptotic statistical theory
  • User choices
  • Experimental design
  • Choice of model structure


L. Ljung: System Identification: Theory for the User. Prentice Hall 1999, 2nd ed

Contact person

Professor, Lennart Ljung, (ljung@isy.liu.se), (phone: +46 13 281310)

Informationsansvarig: Lennart Ljung
Senast uppdaterad: 2019-04-16