System Identification

The course is not on the list Without time-table
Code Completion Credits Range Language
E371075 Z,ZK 5 2P+2C English
Garant předmětu:
Department of Instrumentation and Control Engineering

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. During this course the mathematical background of system identification in both time domain and frequency domain is given. Lectures are concentrated to the most frequent methods which are applied in practice. It is expected prior experience with Matlab.


It is expected prior knowledge of basic control engineering and experience with Matlab.

Syllabus of lectures:

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. System identification in frequency domain and time domain;

8. Least squares methods;

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

10. Prediction Error Method

11. Maximum Likelihood Method

12. Identification in closed loop

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 a stochastic system

Study Objective:

After this course the student must be able to identify from recorded signal an unknown system describable with a linear time invariant model.

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

Zhu Y.C.: Multivariable System Identification for Process Control, Pergamon, Oxford, 2001.

Söderström T., Stoica P.: System Identification. Prentice Hall International, London, 2001

Hsu H.P.: Probability, Random Variables nad Random Processes, McGraw-Hill, New York, 1996

Hofreiter M.: Identifikace systémů I, ČVUT v Praze, Praha, 2009

Further information:
No time-table has been prepared for this course
The course is a part of the following study plans:
Data valid to 2024-06-22
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