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KOS.FS - fakultní nadstavba
 Anotace čs  en
 Základní studium:abecedněpodle ústavůDoktorské:abecedněpodle ústavů
System Identification (E371075)
 Katedra: ústav přístrojové a řídící techniky (12110) Zkratka: Schválen: 02.01.2013 Platí do: ?? Rozsah: 2+2 Semestr: * Kredity: 5 Zakončení: Z,ZK Jazyk výuky: EN
Anotace
The subject is aimed to explanation of basic identification methods to obtain mathematical description of deterministic and stochastic systems. Experimental identification methods are explained for linear stochastic and deterministic dynamic systems in greater detail. Analytic identification is applied for several examples and compared to experimental identification. During this course the mathematical background of system identification in both time domain and frequency domain is given. Lectures are concentrated to the most frequent methods which are applied in practice. It is expected prior experience with Matlab.
Vyučující
prof. Ing. Milan Hofreiter CSc.
Zimní 2018/2019
prof. Ing. Milan Hofreiter CSc.
Zimní 2017/2018
prof. Ing. Milan Hofreiter CSc.
Letní 2016/2017
Osnova
1. Fundamental terms of identification;

2. Analytic and experimental identification;

3. Model classification, parametric and nonparametric models;

4. Experimental identification with deterministic signals;

5. Parameterization of step, impulse and frequency characteristics;

6. Fundamental terms from probability and stochastic processes;

7. System identification in frequency domain and time domain;

8. Least squares methods;

9. Models ARMA, AR, MA,ARX, OE, ARMAX, BJ.

10. Prediction Error Method

11. Maximum Likelihood Method

12. Identification in closed loop
Osnova cvičení
Solution of 3 projects which are aimed at
1) analytical identification

2) structure and parameter estimation of linear process through the use of deterministic input signal

3) experimental identification of a stochastic system
Literatura
L.Ljung: System Identification - Theory for User, Prentice Hall PTR, 1999

D.E.Sebotg, T.F.Edgar, D.A.Mellichamp: Process Dynamics and Control, John Wiley & Sons,1989

Zhu Y.C.: Multivariable System Identification for Process Control, Pergamon, Oxford, 2001.

Söderström T., Stoica P.: System Identification. Prentice Hall International, London, 2001

Hsu H.P.: Probability, Random Variables nad Random Processes, McGraw-Hill, New York, 1996

Hofreiter M.: Identifikace systémů I, ČVUT v Praze, Praha, 2009