Course detail
Modelling and Identification
FEKT-MMIDAcad. year: 2018/2019
The subject is oriented on:
- identification methods of dynamic systems
- approaches towards nonparametric and parametric identification
- on-line and off-line identification
- spectral estimation, assessment of noise and disturbance influence on identification results
Language of instruction
Czech
Number of ECTS credits
5
Mode of study
Not applicable.
Guarantor
Learning outcomes of the course unit
Students are able to provide identification of dynamical systems using various methods especially with help of Matlab and its toolboxes.
Prerequisites
The subject knowledge on the Bachelor´s degree level is requested.
Co-requisites
Not applicable.
Planned learning activities and teaching methods
Teaching methods depend on the type of course unit as specified in the article 7 of BUT Rules for Studies and Examinations. Materials for lectures and exercises are available for students from web pages of the course. Students have to write a single project/assignment during the course.
Assesment methods and criteria linked to learning outcomes
Numerical Exercises - Max 15 points.
Individual project - Max. 15 points.
Final Exam - Max. 70 points.
Individual project - Max. 15 points.
Final Exam - Max. 70 points.
Course curriculum
1. Introduction into dynamic system identification.
2. Nonparametric identification methods, correlation methods, frequency response measurement.
3. Input signal for identification, degree of persistent excitation, pseudorandom binary sequence.
4. Least squares method, derivation, geometric representation, properties.
5. Dynamic system models for system identification, ARX, ARMAX ARARX, general model, pseudolinear regression.
6. Recursive LSM. Numericaly stable methods based on square root filtering.
7. Instrumental variable methods. Method with delayed observations, method with additional model.
8. Identification methods based on prediction error whitening. Noise model identification.
9. Practical notes on system identification.
10. Identification using neural nets and fuzzy modeling.
11. Another approaches to system identificaiton.
12. Identification of nonlinear dynamic systems.
13. Course summary.
2. Nonparametric identification methods, correlation methods, frequency response measurement.
3. Input signal for identification, degree of persistent excitation, pseudorandom binary sequence.
4. Least squares method, derivation, geometric representation, properties.
5. Dynamic system models for system identification, ARX, ARMAX ARARX, general model, pseudolinear regression.
6. Recursive LSM. Numericaly stable methods based on square root filtering.
7. Instrumental variable methods. Method with delayed observations, method with additional model.
8. Identification methods based on prediction error whitening. Noise model identification.
9. Practical notes on system identification.
10. Identification using neural nets and fuzzy modeling.
11. Another approaches to system identificaiton.
12. Identification of nonlinear dynamic systems.
13. Course summary.
Work placements
Not applicable.
Aims
Familiarize students with basic techniques for dynamic system identification and with their possible limitations. The students will get to know how the noise acting on the plant influences the identification results and how to cope with it.
Specification of controlled education, way of implementation and compensation for absences
The content and forms of instruction in the evaluated course are specified by a regulation issued by the lecturer responsible for the course and updated for every academic year.
Recommended optional programme components
Not applicable.
Prerequisites and corequisites
Not applicable.
Basic literature
Fikar, M-Mikleš J.: Identifikácia systémov. STU Bratislava 1999 (SK)
Isemrann R., Munchhof M. : Identification of Dynamic Systems - An Introduction with Applications. Springer 978-540-78878-2, 2011. (EN)
Ljung, L.: System Identification, Theory for the User, Prentice Hall, 1987 (EN)
Noskievič, P.: Modelování a identifikace systémů. Montanex Ostrava 1999 (CS)
Soderstrom T., Stoica P.: System Identification. Prentice Hall International, 1989 (EN)
Šimandl, M.: Identifikace systémů a filtrace. Západočeská univerzita v Plzni, 2001, ISBN 80-7082-170-1. (CS)
Isemrann R., Munchhof M. : Identification of Dynamic Systems - An Introduction with Applications. Springer 978-540-78878-2, 2011. (EN)
Ljung, L.: System Identification, Theory for the User, Prentice Hall, 1987 (EN)
Noskievič, P.: Modelování a identifikace systémů. Montanex Ostrava 1999 (CS)
Soderstrom T., Stoica P.: System Identification. Prentice Hall International, 1989 (EN)
Šimandl, M.: Identifikace systémů a filtrace. Západočeská univerzita v Plzni, 2001, ISBN 80-7082-170-1. (CS)
Recommended reading
Not applicable.
Classification of course in study plans
Type of course unit
Lecture
26 hod., optionally
Teacher / Lecturer
Syllabus
Introduction into problematic of dynamic system identification.
Nonparametric methods of identification.
Linear regression and least squares method.
Useful excitation signals, persistent excitation, pseudorandom binary sequence.
Prediction error method.
Instrumental variable method.
Recursive identification methods, numerically stable identification methods.
Spectral estimation, AR, MA and ARMA models.
Identification in closed loop.
Validation of identified model.
Kalman filter, extended Kalman filter.
Practical notes to identification.
Summary of acquired knowledges about identification of dynamic systems.
Nonparametric methods of identification.
Linear regression and least squares method.
Useful excitation signals, persistent excitation, pseudorandom binary sequence.
Prediction error method.
Instrumental variable method.
Recursive identification methods, numerically stable identification methods.
Spectral estimation, AR, MA and ARMA models.
Identification in closed loop.
Validation of identified model.
Kalman filter, extended Kalman filter.
Practical notes to identification.
Summary of acquired knowledges about identification of dynamic systems.
Exercise in computer lab
26 hod., compulsory
Teacher / Lecturer
Syllabus
Stochastic signals and their statistical evaluation.
Basic methods for nonparametric identification.
Least squares error method.
Generation of excitation signals.
Recursive least squares method.
Influence of noise acting in different places of the system on identification results.
Basic commands from MATLAB Identification Toolbox.
Utilization of MATLAB Identification Toolbox.
Utilization of MATLAB Identification Toolbox.
Spectral estimation of discrete time models.
Experiments with Kalman filter.
Quality evaluation of the identified method.
Exercises evaluation.
Basic methods for nonparametric identification.
Least squares error method.
Generation of excitation signals.
Recursive least squares method.
Influence of noise acting in different places of the system on identification results.
Basic commands from MATLAB Identification Toolbox.
Utilization of MATLAB Identification Toolbox.
Utilization of MATLAB Identification Toolbox.
Spectral estimation of discrete time models.
Experiments with Kalman filter.
Quality evaluation of the identified method.
Exercises evaluation.