DISC Course SYSID 2020

DISC Course System Identification – Fall 2020

Lecturers:
  • Prof. Paul Van den Hof, TU/e, Eindhoven
  • Prof. Johan Schoukens,  VUB, Brussels
  • Dr. Giulio Bottegal, TU/e, Eindhoven

Start of the course:  14 September 2020. Check the description of the course.

Online lectures through zoom: 13:45 – 16:00.

Course registration through the DISC website.

Course schedule

  1. 14 Sept    Paul Van den Hof     Introduction; prediction
  2. 21 Sept    Paul Van den Hof     Prediction error methods
  3. 28 Sept   Paul Van den Hof     Asymptotic analysis
  4.   5 Octo   Giulio Bottegal          Bayesian estimation; machine learning
  5. 12 Octo   Johan Schoukens     Frequency domain identification
  6. 19 Octo   Johan Schoukens     Nonlinear identification
  7. 26 Octo  Paul Van den Hof      Closed-loop identification
  8.   2  Nov   Paul Van den Hof      Identification in dynamic networks

Course material

Lecture slides

  1. Lecture 1, Sept 14 2020, Introduction  (PVdH)
  2. Lecture 2, Sept 21 2020, Prediction error method   (PVdH)
  3. Lecture 3, Sept 28 2020, Analysis and additional topics  (PVdH)
  4. Lecture 4, Oct 5 2020, Non-parametric and kernel-based system identification (GB)
  5. Lecture 5, Oct 12 2020, Frequency domain methods (JS)
  6. Lecture 6, Oct 19 2020, Nonlinear models (JS);
    Additional material: J. Schoukens and L. Ljung (2019), “Nonlinear System Identification: A User-Oriented Road Map”, Control Systems Magazine, Vol. 39, no. 6, pp. 28-99.
  7. Lecture 7, Oct 26 2020, Closed-loop identification (PVdH)
  8. Lecture 8, Nov 2 2020, Identification in dynamic networks (PVdH)

Recorded on-line lectures

Recorded on-line lectures are available here (password protected)

Student assignments

Assignment 1 (Lectures 1-3).            Issued:   Sept 21, 2020     Deadline: Dec 1, 2020
Correction: In Problem 6, “slide 2-43” should be read as “slide 2-53”.

Assignment 2 (Lecture 4)                  Issued:  Oct 5, 2020          Deadline: Dec 5, 2020

Assignment 3 and 4 (Lecture 5-6)  Issued:  Oct 19, 2020        Deadline: Dec 10, 2020

A choice can be made between either of the two assignments:
1) F-domain identification  – Assignment 3
2) Nonlinear distortion – Assignment 4

Note that for the above assignment you are allowed to work in a couple (2 students can hand in one workout)

Assignment 5 (Lectures 7-8)            Issued:  Nov 10, 2020              Deadline: Dec 20, 2020