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Department of Information Technology

System identification

1RT875 (4 credits)

General course information spring 2008

N.B.! The final exam has been graded and the result can be found on the notice board outside the IT-secretariat (room 4213).

1. General

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

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

This course is evaluated through the web-based system eValuering - follow this link.

2. Teachers and supervisors

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

Name Function Room Phone Email
Magnus Mossberg Lectures
Torsten Söderström Problem solving sessions 2209 4713075
Prabhu Babu (and others) Process laboratory, computer laboratories 2304 4712967

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

3. Prerequisities and background

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.

4. Literature and course material

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 1-5
  • Process laboratory
  • Homework assignments 1-5

The latter material will be handed out at UTH-gård. You can also get access to this material through the web, see Section 7 below.

5. Computer facilities

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 PC lab. 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.

6. Examination

The structure of the exam is the following:

  • One final exam, max 50 units.
  • The process 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 textbook, the mathematical handbook Beta, the material "Covariance formulas", and a calculator are allowed. Note that the solution manual is not allowed.

Some further policy for the examination:

  • New versions of the final exam are given in June 2008 and August 2008. If only a few persons registrate at these occasions, there may be an oral examination instead.
  • The results of the homework assignments that are handed in during spring 2008 are valid until August 2008. A passed process laboratory is valid without any time limit. Returned homework assignments that are not collected by April 1, will be thrown away.

The computer laboratories 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.

7. Material to download

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

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

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

Old exams:
March 2004 pdf
March 2005 pdf
March 2006 pdf
March 2007 pdf lösningar pdf
March 2008 pdf lösningar pdf

Updated  2008-05-19 13:53:21 by Prabhu Babu.