Göm meny

System Identification


9hp (+3hp for an optional project).

Course description

The course covers fundamental theory and methods for 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.

Information for Fall 2020

The course will start on Wednesday October 7 at 13:15-15:00 and the whole course will be given in distance mode.



Basic undergraduate courses in statistics, stochastic processes and signals and systems.


  • 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

Martin Enqvist

Informationsansvarig: Martin Enqvist
Senast uppdaterad: 2022-06-23