Introduction to Systems Identification

Graduate

This course provides the fundamentals of system identification theory and its applications to mechanical, electrical, civil, and aerospace systems. Several state-of-the-art identification algorithms in current engineering practice will be studied. The following topics are covered: discrete-time and continuous-time models, state-space and input-output models, Markov parameters, observer Markov parameters, discrete Fourier transform, frequency response functions, singular value decomposition, least-squares parameter estimation, minimal realization theory, observer/Kalman filter identification, closed-loop system identification, nonlinear system identification, recursive system identification, and introduction to adaptive control.