Modeling and System Identification

Prof. Dr. Moritz Diehl (moritz.diehl (at) imtek.uni-freiburg.de)

Modeling and System Identification (MSI) is concerned with the search for mathematical models for real-life systems. The course is based on statistics, optimization and simulation methods for differential equations.

Time and place

  • Lecture: Tuesdays and Wednesdays 8-10 in HS 101-00-026.
  • Exercises: Tuesdays 10-12 and Thursdays 12-14, MST Pool 074-00-023.

The first lecture is on Oct. 20 and the first exercise on Oct. 27, 2015. 

Because the lecture has officially only 3 hours per week but we have a slot of 4 hours, i.e. altogether 60 hours of lectures, we will remove 15 hours of the lectures and replace them by optional events of interest or free time that can be used for self- or team study.

This concerns the following slots:

Oct 21, 2015: Talk Richard Ruiterkamp (1 h)
Nov 11, 2015: Basic Questions and Answers (2 h)
Nov 17, 2015: Solutions to Microexam 1 (1 h)
Nov 25, 2015: Talk Gabriele Pannochia “System Identification for Model Predictive Control” (2 h)
Dec 2, 2015: MATLAB Questions and Answers (2 h)
Dec 15, 2015: Solutions to Microexam 2 (1 h)
Dec 23, 2015: no lecture (2 h)
Jan 20, 2016: Questions and Answers (1 h)
Jan 26, 2016: Solutions to Microexam 3 (1 h)
Feb 10, 2016: no lecture (2 h)

 

Teaching assistants

  • Robin Verschueren  -  robin.verschueren (at) gmail.com

  • Fabian Girrbach       -  fabian.girrbach (at) imtek.uni-freiburg.de

  • Jesus Lago Garcia   -  jesuslagogarcia (at) gmail.com

Script

Script (from Dec 17, 2015)

Final Evaluation and Microexams

The final grade of the course is based solely on a final written exam at the end of the semester. The final exam (March 16, 2016, 2pm) is a closed book exam, only pencil, paper, and a calculator, and four single A4 pages of self-chosen formulae are allowed. In order to be eligible for the course, two criteria have to be satisfied at the end of the lecture. First, one has to have obtained at minimum 40% of the total points in the exercise sheets that are distributed each week. Second, on has to have obtained a minimum of 40% of the total points in three microexams that are written during at the start of the lecture time slots. The dates for the microexams are the following:

Microexam 1: November 17, 2015 Questions Grades Explanation

Microexam 2: December 15, 2015 Questions Grades Explanation

Microexam 3: January 26, 2016 Questions Grades Explanation

Previous Microexams:

Microexam1 ; Answers

Microexam2; Answers

Microexam3

Previous Final Exams:

Exam 2013

Exam 2014

Homework policy

Exercise sheets are handed out on Tuesdays and should be returned, on paper, before the next Tuesday 8:00, either in the lecture or before at the chair of Systems Control and Optimization (building 102, first floor).

Assignments

Exercise 0

Exercise 1

Exercise 2 ; MATLAB dataset

Exercise 3 ; MATLAB dataset

Exercise 4 (updated) ; MATLAB dataset

Exercise 5  (updated) ; MATLAB dataset

Exercise 6 ; MATLAB files

Exercise 7 ; MATLAB files ; MATLAB functions

Exercise 8 ; MATLAB file

Exercise 9 ; MATLAB file

information on free MATLAB licenses for students can be found here

Additional Exercise Information

The attendance of the exercise sessions is not obligatory.

The following exercise session slots will not take place.

Dec 22, 2015: no exercise
Jan 14, 2016:  no exercise (but the Thursday exercise on January 7 takes place)

 

Slides and Recordings

We try our best to record every lecture. But hard- and software involved in the recording process are not 100% reliable. Therefore we cannot guarantee that every single part of the lectures is available for download at the end. We will not repeat recordings if something went wrong (which we hope does not happen). 

Alternatively you can watch the lecture videos at the Mediathek of the University Freiburg. Therfore visit following page and log in with your RZ-Account. Then Navigate to the "SYSCOP WS15/16: Modeling and System Identification" Beitragsreihe.

Due to an updatae of the Mediathek the download links cannot be provided any more. Please visit the Mediathek for watching the videos.

Lecture No. Date Notes Stream Download Add. Information
1 20/10/15 here partA; partB partA ; partB No recordings for partB at the moment
2 21/10/15 partA ; partB   partA ; partB partB: Talk by Dr. Richard Ruiterkamp
3 27/10/15 here   partA ; partB  
4 28/10/15 here   partA ; partB  
5 03/11/15 here   partA ; partB  
6 04/11/15 here   partA ; partB  
7 10/11/15 here   partA ; partB  
Q&A1 11/11/15 here   partA ; partB Question and Answer session
8 18/11/15 blackboard   Mediathek Ipad recordings in Mediathek
9 24/11/15 here  

partA ; partB

  
TALK 25/11/15 here   Mediathek Talk Gabriele Pannochia “System Identification for Model Predictive Control”
10 1/12/15 here   partA ; partB  
MATLAB 2/12/15       MATLAB Course
11 8/12/15 here   partA ; partB  
12 9/12/15 here   partA ; partB  
13 16/12/15 partA ; partB   partA ; partB  
14 22/12/15 here   partA ; partB  
15 12/01/16 here   partA ; partB  
16 13/01/16 here   partA ; partB  
17 19/01/16 here   partA ; partB MATLAB files
18 20/01/16 here   partA ; partB  
19 27/01/16 here   partA ; partB MATLAB_files
20 02/02/16 here   partA ; partB MATLAB_files
21 03/02/16 here   partA ; partB MATLAB_files
22 08/02/16 here   partA ; partB  

 

Literature

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

  • Schoukens, J. (2013). System Identification. Excellent script by prof. Schoukens for course at VUB Brussels (Belgium). Download