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04904 Advanced System Identification
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Danish title: Advanced System Identification
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Language: Danish
Credit points: 4,5 |
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| Type: | Ph.D.-level, Open University
Language: Danish |
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Recommended semester: 7th - 9th semester
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Scope and form: Lectures by participants, exercises
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Examination: Evaluation of report(s) (Pass/fail)
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Department: Informatics and Mathematical Modelling
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Aim: The course deals with methods for modelling dynamic system based on measurements and system knowledge. First, we shall survey the underlying concepts in system identification, such as parameter estimation methods, consistency and asymptotic distribution of parameters and transferfunction estimate, model validation and structure determination. We shall deal with choices of prefilters and the effect on the identification results. The focus will also be on identifibility and systems operating in closed loop. Second, the intention is to study the area of identification and control, ie. to study the interplay between identification and control. If time allows we shall have a look at model reduction and system identification based on subspace methods. This part of the course will be based on selected papers.
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Contents: Estimation methods, asymtotic properties, reduced order models Identification for control, Control relevant prefiltering, Model reduction and subspace methods.
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