System Identification and Estimation

Последна измена: December 5, 2019

Course: System Identification and Estimation

Code3ФЕИТ01004

ECTS points: 6 ECTS

Number of classes per week: 3+0+0+3

LecturerProf. Dr. Elizabeta Lazareva

Course Goals (acquired competencies): To introduce the students to and allow them to master the techniques of contemporary system identification, which will enable them to solve a very large domain of identification problems in different fields – technical as well as non technical.

Course Syllabus: Mathematical models of linear dynamic systems and stochastic signals, identification of non-parametric models in the frequency domain – continuous time signals, identification of non-parametric models with correlation analysis – continuous and discrete time, identification with parametric models – discrete time signals, identification with parametric models – continuous time signals, identification of multi-variable systems, identification of non-linear systems, identification software tools, applications.

Literature:

Required Literature

No.

Author

Title

Publisher

Year

1

Rolf Isermann, Marco Munchhof Identification of Dynamic Systems: An Introduction with Applications Springer 2010

Additional Literature

No.

Author

Title

Publisher

Year

1

Ljung Lennart System Identification: Theory for the User Prentice-Hall Inc. 1998