Prof. Moritz Diehl, Katrin Baumgärtner

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. You can get a Matlab Student license via the University, please check here

Course language is English and all course communication is via this course homepage.

If you have any questions regarding the exercises/lectures, please send an email to the tutors, syscop.msi@gmail.com

If you have any feedback or questions about course organization write to katrin.baumgaertner@imtek.uni-freiburg.de

Lectures. The lectures will take place on Mondays, 8:00 - 10:00 a.m, Building 101, HS 036, and Wednesdays, 9:00-10:00, Building 101, HS 026. It is possible to attend both in person and remotely via Zoom

• https://uni-freiburg.zoom.us/j/62699713471?pwd=Y1RQajRrT21DNFVJelRuQjVvK1AwUT09
• Passcode: MSIWS2021

If you cannot attend, you may watch the lecture recordings, see below.

Exercises. The exercise sheets include both pen-and-paper exercises as well as programming exercises using Matlab. Exercise sheets can be handed in during the Q&A session on Mondays or might be uploaded to the course ILIAS page. You have one week to work on the sheet and you might work in groups of at most three students. Programming exercises should be handed in via Matlab Grader.

There are three exercise sessions.

• Wednesdays, 12:00-13:00, in-person, room: SR 00 014 (G.-Köhler-Allee 078)
• Wednesdays, 12:00-13:00, online, via BigBlueButton (available via Ilias)
• Wednesdays, 16:00-17:00, online, via BigBlueButton (available via Ilias)

During the exercise session, the exercise solutions are discussed. Afterwards there is room for questions on the current exercise sheet.

Please join the ILIAS course: https://ilias.uni-freiburg.de/goto.php?target=crs_2368593_rcodeaeYdrEHFgD&client_id=unifreiburg

Written material. The lecture closely follows the script, which can be found below:

• Lecture Notes on Modelling and System Identification (unrevised, from start of semester)  
• Additional Section 4.5.3 on Cramer Rao Lower Bound for Linear Estimators: PDF
• Additional Section 5.4.1 on the Proof of the Cramer Rao Inequality: PDF
• REVISED VERSION of the lecture notes: PDF

Please note that we do not cover Chapter 8 and Chapter 9.4. Additional material that covers some of the lecture contents:

• A script by Johan Schoukens (Vrije Universiteit Brussel, Belgium), which can be found here.
• The textbook Ljung, L. (1999). System Identification: Theory for the User. Prentice Hall. This book is available in the faculty library.

Final Evaluation and Microexams

Please make sure you register for both the MSI Exam and the MSI Studienleistung!

The final grade of the course is based solely on a final written exam at the end of the semester. The final exam is a closed book exam, only pencil, paper, and a calculator, and two handwritten double-sided A4 sheets of self-chosen formulae are allowed.

Each exercise sheet gives a maximum of 10 points. Three online microexams written during some of the lecture slots give a maximum of 10 exercise points each. In order to pass the exercises accompanying the course (Studienleistung), one has to obtain at least 50% of the maximum exercise points in each of the three blocks:

• Block 1: Exercises 1 - 3 + Microexam 1 (total 40 points)
• Block 2: Exercises 4 - 6 + Microexam 2 (total 40 points)
• Block 3: Exercises 7 - 10 + Microexam 3 (total 40 points + 10 bonus points)

To prepare for the written exam, check out the exams from previous semesters: 2018, 2015, 2014. (Please note that these exams contain questions on Chapter 8 of the MSI script, which is not covered in this year's lecture)

Lectures and Microexams

Lecture Recordings

Exercises and Tutorials

In the first week, there is no exercise sheet, but if you don't feel too confident about your linear algebra and statisitics skills, you might want to check out these tutorials that cover the basics needed for the MSI course.

You can get a Matlab Student license via the University, please check here

• Linear Algebra Tutorial (code)
• Statisitics Tutorial (code)
• MATLAB Tutorial (code)

Check In for exercise sessions:

• October 20
• October 27
• November 3
• November 10
• November 17
• November 24
• December 1
• December 8
• December 15
• January 12
• January 19
• January 26
• February 2
• February 9