LINMA2875: System identification

This is the public website for the Université catholique de Louvain course LINMA2875 System identification. This page is unofficial and for informational purposes only. Enrolled students should consult the course website hosted on Moodle.

Course description

This course is an introduction to system identification, which consists in finding an appropriate representation of a dynamic system using historical data. It will cover some of the main parametric and nonparametric methods for identifying dynamical systems, properties of signals, and model classes that are relevant for system identification. Identification projects are be given to students to apply and implement the techniques learned techniques.

Learning outcomes

At the end of the course, the student will be able to:

  • Recognize and formulate system identification problems.

  • Propose and implement a system identification procedure.

  • Identify a dynamic system with the help of computer software (Matlab).

  • Validate the obtained model and compare different model choices.

  • Design an experiment to identify a simple system.

  • Develop a deeper understanding if necessary to solve more complex identification problems.

Laboratory

The class will include two laboratory experiments designed to practice the theoretical concepts seen in the course.

Exercise sessions

The exercise sessions will cover exercise sets supervised by a TA to help practice the theoretical concepts seen in class.

Tentative schedule

Week Description
1 Course introduction, motivations, and examples
2 Preliminaries: dynamic sys., stochastic proc. Stochastic processes and noise
3 Nonparametric methods
4 Regressions & Instrumental variable methods
5 Classes of models, predictors, and identifiability
6 Signal properties (12): information content, persistence of excitation
7 Signal properties (22): general methods
8 Consistency of estimators
9 Asymptotic distributions of estimators
10 System id in closed loop
11 Approaching a system id problem
12 Subspace identification methods

Textbooks

  • L. Ljung. System Identification: Theory for the User. Prentice Hall, 1999.

  • T. Söderström and P. Stoica. System identification. Prentice Hall, 1989.