Messages during the course will be placed here.

Information about the Division of Systems and Control is available on the web. Our homepage is here.

The web address for this course homepage is
http://www.it.uu.se/edu/course/homepage/systemid/vt05

Note that various files to download appear in Section 7 below.

The Division of Systems and Control is located at Polacksbacken, house 2.

Note that for all administrative and practical aspects you should as a first choice contact the undergraduate office (IT-kansliet, room 4213).

It is assumed that the participants have working knowledge in the following areas:

• The program package Matlab. The computer laboratories and most of the homework assignments assume that you are familiar with Matlab. In the homework assignments you will be expected to do your own programming. You will also use Matlab's System Identification Toolbox frequently.
• General properties of discrete-time models
• Some basics of random processes or signal processing is an advantage.

The course is based on the textbook

• T. Söderström and P. Stoica: System Identification, Prentice Hall International, Hemel Hempstead, Paperback Edition, 1994.

Course material for sale at UTH-gård:

• The textbook
• Solution manual to the textbook
• OH transparencies

Further course material include

• Computer laboratories ['Computer exercises 1-5']
• Laboratory
• Homework assignments 1-5

We have a limited edition of this material. It will be handed out at UTH-gård. You can also get access to this material through the web, see Section 7 below.

For completing the homework assignments you will need access to Matlab and its System Identification Toolbox.

The software is available in our PC lab (room 2315). To have access to the computers in the PC lab, a student account at UpUnet-S is required. You will need your UpUnet-S user name and the C password in order to login. Information about how to get a UpUnet-S account can be found here. When solving the homework assignments you may need to use Matlab and the System Identification Toolbox. You can of course use this software in the PClab. Another alternative is to run the software over the web. In that case you will need to use your UpUnet-S identity. How to get media and access to the license is described here.

The structure of the exam is the following:

• One final exam, max 50 units.
• The laboratory, pass or fail (no gradings).
• Homework assignments, max 2 units each.

The units gained from the homework assignments will give the corresponding credit in the final exam. The final exam will contain one problem that can be used as an alternative option. For each homework assignment there will be a strict deadline when you can hand in its solution.

Preliminary grades: 3 = 23-32, 4 = 33-42, 5 = 43-50.

During the exam, the course literature, mathematical handbooks and tables, and calculators are allowed. The Solution Manual is not allowed.

Some further policy for the examination:

• New versions of the final exam are given in June 2005 and August 2005. If only few persons registrate at these occasions, there may be an oral examination instead.
• The results of the homework assignments that are handed in during winter 2005 are valid until August 2005. Passed Laboratories are valid without any time limit. Returned homework assignments that are not collected by April 1, will be thrown away.

The computer labs constitute an essential part of the course and are highly recommended (although they are not compulsory). Their main purpose is to illustrate the theory. It will be easier to carry out the homework assignments when the computer laboratories are done.

Contents and schedule pdf

Reading instructions pdf

Background material:
Introduction to stochastic processes pdf
Computational methods for evaluating covariance functions pdf
Covariance formulas pdf

OH transparencies:
Lecture 1 pdf
Lecture 2 pdf
Lecture 3 pdf
Lecture 4 pdf
Lecture 5 pdf
Lecture 6 pdf
Lecture 7 pdf
Lecture 8 pdf
Lecture 9 pdf

Introduction to recursive identification

Laboratories:
Computer laboratory 1 pdf
Computer laboratory 2 pdf
Computer laboratory 3 pdf
Computer laboratory 4 pdf
Computer laboratory 5 pdf
Process laboratory pdf

Homework assignments pdf

M-files:
Zipped as: m-file archive
Individual m-files in: m-files directory

Old exams:
March 2004 pdf
June 2004 pdf

Exam:
March 2005 pdf