System Identification

It is assumed that the participants have working knowledge in the following areas:

• The program package MATLAB. The computer laboratories and most of the homework assignments assume that you are familiar with Matlab. In the homework assignments you will be expected to do your own programming. You will also use Matlab's System Identification Toolbox frequently.
• General properties of discrete-time models
• Some basics of random processes or signal processing is an advantage.

The structure of the exam is the following (indicated during the lectures):

• Final exam, max score 50 credit units.
• Report of the laboratory, pass or fail (no gradings).
• Solutions to the homework assignments, max 2 credit units each.
• Report of the computer lab, pass or fail (no grading).

The credit units gained from the homework assignments will give the corresponding credit in the final exam. The final exam will contain one problem that can be used as an alternative option. The reports for (i) homework assignments, (ii) laboratory session and (iii) computer session needs to be handed in at the last session (2 march): before the exam, I need to have three reports for each of you, where you indicate that you understand the material. But do work together while solving the questions. For those of you who will do the process lab 12 march, I need to have your reports of that lab only 3 days before the tentamen (15 march).

There will be an extra exam scheduled 19e of march for those of you who have a conflict of date with another tentamen (please send me an email when going for this option). Ph.D. students are expected to hand in the reports as well, the format and timing of the final assessment is to be decided on an individual level.

The exam is open book, and students may use textbook, solutions manual and any (paper-version) of a compendium with mathematical formulas, as well as the slides used in the lectures and exercise sessions. It is not allowed to use anything to communicate (as e.g. an electronic devise - please do switch off your mobile). Neither laptop nor (advanced) electronic calculator might be used.

Preliminary grades: 3 = 23-32, 4 = 33-42, 5 = 43-50.

The grading of the homework assignments in march 2010 are here.

The course is based on the textbook

• T. Söderström and P. Stoica: System Identification, Prentice Hall International, Hemel Hempstead, Paperback Edition, 1994. The pdf of the book is available online at http://user.it.uu.se/%7Ets/sysidbook.pdf.

Course material for sale at UTH-gård:

• The textbook
• Solution manual to the textbook

Further course material include

• Slides of the lectures:

Lecture 1, Lecture 2, Lecture 3, Lecture 4, Lecture 5, Lecture 6, Lecture 7, Lecture 8

• Exercise sessions: Exercise 1, Exercise 2
• Computer laboratories Lab 2, Lab 3, Lab 4, Lab 5
• Laboratory
• Homework assignments 1-5 Homework assignements