5SMB0 System Identification – Data-Driven Modeling of Dynamic Systems

MSc course System Identification – Data-Driven Modeling of Dynamic Systems

Lecturer:
  • Prof. Paul Van den Hof, TU/e, Eindhoven

This course is running in the first year of the MSc Systems and Control (compulsory), MSc Electrical Engineering (elective),  MSc Mechanical Engineering  (elective) and MSc Automotive Technology (elective).

Course schedule and lecture slides

  1.  Lecture 1:   Introduction
  2.  Lecture 2:  Signals and Systems
  3.  Lecture 3:  Non-parametric FRF identification
  4.  Lecture 4:  Prediction error method
  5.  Lecture 5:  PE method: Consistency
  6.  Lecture 6:  PE method: Linear regression and approximate models
  7.  Lecture 7:  PE method: Variance
  8.  Lecture 8:  Structure selection and model validation
  9.  Lecture 9:  F-domain identification
  10.  Lecture 10: Experiment design and MIMO models
  11.  Lecture 11: Subspace identification
  12.  Lecture 12: Closed-loop identification

Exercises

  1. Exercise set 1
  2. Exercise set 2
  3. Exercise set 3
  4. Exercise set 4
  5. Exercise set 5
  6. Exercise set 6

Course material