ME 530.649 System Identification
Course Description
Meeting time and Office Hours
- Meeting time: MWF 9-9:50
- Office almost-an-hour: In class / after class or by appointment
MIDTERM
TBD
Texbooks
Required Reading:
- Lennart Ljung. System Identification: Theory for the User, Second Edition, 1998.
http://proquestcombo.safaribooksonline.com.proxy1.library.jhu.edu/9780132441933
- A useful review of random processes by Prof. John Walsh at Drexel:
http://www.ece.drexel.edu/walsh/eces632/prAndRandProcRev.pdf
Recommended Sys ID texts:
- Rik Pintelon and Johan Schoukens. System Identification: A Frequency Domain Approach. Wiley, Hoboken, New Jersey, second edition, 2012.
http://ieeexplore.ieee.org/xpl/bkabstractplus.jsp?bkn=6198969 - Torsten Söderström and Petre Stoica. System Identification. Systems and Control Engineering. Prentice Hall International, 1989. Out of print, but freely available:
http://user.it.uu.se/%7Ets/sysidbook.pdf
Recommended reading Linear Systems background:
- Richard M. Murray and Karl J Åström. Feedback Systems: An Introduction for Scientists and Engineers. Princeton University Press, 2008.
http://www.cds.caltech.edu/~murray/amwiki/index.php/Main_Page
Handouts
Week-by-week
- January 26, 2015
- Reading: Chapters 1 and 2 from Ljung
- 530-649-SysID-ps01
- February 2, 2015
- Finish Reading: Chapters 1 and 2 from Ljung
- Extension on 530-649-SysID-ps01
- February 9, 2015
- Reading: Chapter 1 from Soderstrom and Stoica
- 530-649-SysID-ps02
- February 15, 2015
- Reading: Chapters 2 from Ljung
- 530-649-SysID-ps03
- February 23, 2015
- Relating different representations of systems
- no new problem set
- March 2, 2015
- Snow week 2015! Ended up having one lecture on DFT/FS/FT
- March 9, 2015
- Frequency-domain system identification. Reading: Chapter 6 of Ljung
- 530-649-SysID-ps04