ECEN/MAE 6423

System Identification

Fall 2016


Time: TT 12:30-1:45
Place: 101 ATRC

(Also available via video. Contact Kristi Wheeler at kristi.wheeler (at) okstate.edu)

Instructor: Martin Hagan
Office: 311 E.S. Phone: (405) 744-7340
Email: mhagan (at) okstate.edu

Syllabus

Homework


Text

System Identification: Theory for the User
Author: - Lennart Ljung
Publisher: Prentice-Hall


Course Description

System Identification deals with the problem of building mathematical models of dynamic systems, based on observed data. This course will investigate the latest techniques for system identification. Applications of system identification to simulation, prediction, control and signal processing will be discussed. Emphasis will be placed on the following topics: experiment design, preliminary model development, parameter estimation, and model validation. Linear systems will be the main focus of the course, but the modeling of nonlinear and chaotic systems will also be covered.


Grading

The course grade will be based on two examinations, homeworks and quizzes, and a term project.


Prerequisite

ECEN/MAE 5513, or equivalent course in probability and random processes.