Signal processing and system identification

Course guarantor:

Milan Hofreiter

Lecturer:

Jaromír Fišer, Milan Hofreiter

Tutor:

Jaromír Fišer, Milan Hofreiter, 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 2024/2025:

	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
Wed	roomT4:A1-307a Hofreiter M. 09:00–10:30 (lecture parallel1) Dejvice roomT4:C1-308 Hofreiter M. Trnka P. 10:45–12:15 ODD WEEK (parallel nr.1) Dejvice roomT4:C1-111 Hofreiter M. Trnka P. 10:45–12:15 EVEN WEEK (parallel nr.1) Dejvice
Thu
Fri

Time-table for summer semester 2024/2025:

Time-table is not available yet

The course is a part of the following study plans: