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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.

Periodicity

Every 2 years.

Current Information for Spring 2018

The course will start on February 14 2018. Send an email to me (Lennart.Ljung-at-liu.se) if you want to participate.

Schedule

Prerequisites

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

Contents

  • 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

Literature

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

Contact person

Professor Lennart Ljung, (ljung@isy.liu.se), (phone: +46 708 281310)

Informationsansvarig: Lennart Ljung
Senast uppdaterad: 2018-05-04