Modeling and System Identification

Prof. Dr. Moritz Diehl

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. The exercises will be based on pen-and-paper exercises and computer exercises with MATLAB.


Teaching Assistants

  • Robin Verschueren
  • Alexander Resch

Final Exam

The final exam can be found here: pdf


Lectures

Lectures take place on Mondays 8:15 to 10:00 and Fridays 10:15 to 12:00, in SR 00-010/014 in building 101.

Recordings of some of the lectures are available on the webpage of the video center.

Course material is the following:

  • MSI script by prof. Diehl,
  • Script by prof. Johan Schoukens, VUB, Brussels, Belgium,
  • Textbook, Ljung, L. (1999). System Identification: Theory for the User. Prentice
    Hall. 
    Available in the campus library.

These are special dates:

Date Topic Recordings
16 October   no recordings
20 October   no recordings
23 October MATLAB Tutorial no recordings
27 October   no recordings
30 October lecture takes place no recordings
3 November Linear Algebra Tutorial no recordings
6 November   no recordings
10 November Chapter 4 to 4.4 no recordings
13 November Chapter 4.4 to 4.5 Complete lecture
17 November no lecture no recordings
20 November Microexam 1 no recordings
24 November Chapter 4.5
Chapter 4.6 to 4.7
Part 1
Part 2
27 November Chapter 4.7 to 5.1 Complete lecture
1 December Chapter 5 to 5.2 Complete lecture
4 December Chapter 5.3 Complete lecture
8 December Chapter 5.3 to 5.4 Complete lecture
11 December Chapter 5.5 to 6.2.2 Complete lecture
15 December Chapter 6.4 to 6.5.2 Complete lecture
18 December Microexam 2 & Chapter 7.1.1 Microexam 2 &
Chapter 7.1.1
22 December no lecture no recordings
5 January no lecture no recordings
8 January Chapter 7.1 to 7.3
Chapter 5.5
Part 1
Part 2
12 January Chapter 7.4
Chapter 8 to 8.1.3
Part 1
Part 2
15 January Chapter 8.2 to 8.2.5
Chapter 8.2.5 to 8.3
Part 1
Part 2
19 January no lecture no recordings
22 January Chapter 8.3 to 8.3.3
Chapter 8.3.4
Part 1
Part 2
26 January Presentation of Jonas Schlagenhauf Presentation of Jonas Schlagenhauf
29 January Microexam 3 no recordings
2 February Summary lecture:
Chapter 1 to 4
Chapter 5
 
Part 1
Part 2
5 February no lecture no recordings
9 February no lecture no recordings

Exercises

Exercise sessions are organized on (starting in the second week of the semester):

  • Tuesday 12:00 to 14:00
  • Wednesday 12:00 to 14:00
  • Thursday 14:00 to 16:00

in building 082, room 029. Please fill in the presentation form. Each student must get 10 points out of 20 points in the computer exercises (see exercise 0)!

Exercise files:

 

Recap session 1 - Cancelled

The announced recap session will not be held, as not enough students showed interest in such an event. 

 


MATLAB

All students must have MATLAB installed on their personal laptop and bring it to the exercise sessions (and the tutorials in the beginning of the semester). The university provides licences.

There is an online (in browser) version of MATLAB. This service is provided by MathWorks and can be accessed with a MathWorks account. We won't be able to provide support for the online version and the exercises may exceed it's capabilities.


Tutorials

Some introductory tutorials are available for your convenience: