ECSEL Graduate Courses

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 2012

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 13 281310)