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CZECH TECHNICAL UNIVERSITY IN PRAGUE
STUDY PLANS
2022/2023

Signal processing and system identification

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Code Completion Credits Range Language
2371096 Z,ZK 5 2P+2C Czech
Lecturer:
Milan Hofreiter (guarantor), Jaromír Fišer
Tutor:
Milan Hofreiter (guarantor), Jaromír Fišer, Pavel Trnka
Supervisor:
Department of Instrumentation and Control Engineering
Synopsis:

Explanation of basic concepts relating to the processing and analysis of signals and their use to obtain a description of a deterministic or stochastic system for the purpose of automatic control. The experimental identification of systems that can be described by linear models is explained in more detail.

Requirements:

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

Syllabus of lectures:

•Basic concepts of signal processing and system identification

•Analog and digital filters, classification and their implementation

•Linear time invariant continuous and discrete models

•Discretization, sampling, frequency properties, anti-aliasing filter

•Parametrization of step and frequency responses

•Concepts of probability theory and stochastic processes

•Characteristics of stochastic processes

•Continuous and discrete Fourier Transform

•Power spectrum, periodogram, white noise

•Identification of dynamic systems in the time domain (linear regression)

•Identification of dynamic systems in the frequency domain

•Time-discrete parametric stochastic models of signals and systems

•Kalman filter - optimal filtration based on the internal description of the system

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:

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

Study materials:

•Hofreiter, M.: Identifikace systémů I, ČVUT v Praze, 2009, 202 s. ISBN 978-80-01-04228-1

https://moodle.fs.cvut.cz/course/view.php?id=44

•E. W. Kamen and B. S. Heck: Fundamentals of Signals and Systems (2nd Edition), Prentice Hall, 2006

•L. Ljung: System Identification: Theory for the User (2nd Edition), Prentice Hall, 1999

•O. Alkin: Signals and Systems (1st Edition), Taylor & Francis Group, 2014

Note:
Further information:
• https://moodle.fs.cvut.cz/course/view.php?id=44
Time-table for winter semester 2022/2023:
06:00–08:0008:00–10:0010:00–12:0012:00–14:0014:00–16:0016:00–18:0018:00–20:0020:00–22:0022:00–24:00
Mon
Tue
roomT4:C2-337
Hofreiter M.
09:00–10:30
(lecture parallel1)
Dejvice
Posluchárna 337
roomT4:C1-308
Hofreiter M.
Trnka P.

12:30–14:00
ODD WEEK

(parallel nr.1)
Dejvice
Laboratoř 12110.3 - 308
roomT4:C1-308
Hofreiter M.
Trnka P.

12:30–14:00
EVEN WEEK

(parallel nr.1)
Dejvice
Laboratoř 12110.3 - 308
Wed
Thu
Fri
Time-table for summer semester 2022/2023:
Time-table is not available yet
The course is a part of the following study plans:
Data valid to 2022-12-09
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