System Identification

Garant předmětu:

Lecturer:

Tutor:

Supervisor:

Department of Instrumentation and Control Engineering

Synopsis:

The subject is aimed to explanation of basic identification methods to obtain mathematical description of deterministic and stochastic systems. Experimental identification methods are explained for linear stochastic and deterministic dynamic systems in greater detail. Analytic identification is applied for several examples and compared to experimental identification. Lectures are concentrated to the most frequent methods which are applied in practice.

Requirements:

1.Fundamental terms of identification;

2.Analytic and experimental identification;

3.Model classification, parametric and nonparametric models;

4.Experimental identification with deterministic signals;

5.Parameterization of step, impulse and frequency characteristics;

6.Fundamental terms from probability and stochastic processes;

7.Off-line and on-line identification of stochastic processes;

8.Least squares methods;

9.Models ARMA, AR, MA,ARX, OE, ARMAX, BJ.

Syllabus of lectures:

Fundamental terms; analytic and experimental identification; model classification; parametric and nonparametric models; experimental identification with deterministic signals; parameterization of step, impulse and frequency characteristics; fundamental terms from probability and stochastic processes; off-line and on-line identification of stochastic processes, least squares methods; models ARMA, AR, MA,ARX,OE, ARMAX, BJ.

Syllabus of tutorials:

Solution of 3 projects which are aimed at

1) analytical identification

2) structure and parameter estimation of linear process through the use of deterministic input signal

3) experimental identification of stochastic process

Study Objective:

Study materials:

L.Ljung: System Identification - Theory for User, Prentice Hall PTR, 1999

D.E.Sebotg, T.F.Edgar, D.A.Mellichamp: Process Dynamics and Control, John Wiley & Sons,1989

Note:

Further information:

No time-table has been prepared for this course

The course is a part of the following study plans: