LEARNING OUTCOMES

The goal of the course is to provide methodologies and tools for designing systems’ models to be used for control, estimation, diagnosis, prediction, etc. Different identification methods are considered, both in a “black box” context (where the structure of the system is unknown), as well as in a “grey box” (uncertainty on parameters) one. Methods are provided for choosing the complexity of the models, for determining the values of their parameters, and to validate them. Moreover, state estimation problems are addressed and their connections with control and identification are considered.

AIMS AND LEARNING OUTCOMES

Students will learn how to choose an appropriate model for a system starting from the available input/output data. They also will learn how to set a suitable complexity for the model and how to optimize the involved parameters using data.

Moreover, ability will be given to deal with state estimation methods both in a linear as well as in a nonlinear context.

PREREQUISITES

Fundamentals of Linear System Theory and Classical Control Theory.

TEACHING METHODS

The course consists of classroom lectures

SYLLABUS/CONTENT

Different models for dynamic systems and their applications.
- Parametric and non-parametric models
- Identification techniques for linear models.
- Nonlinear models. Examples and identification methods.
- Validation procedures.
- Introduction to state estimation.
- State estimation in the presence of disturbances.
- Kalman filter and its extension to the nonlinear case.
- Techniques for parameter identification of linear systems in the presence of disturbances.

RECOMMENDED READING/BIBLIOGRAPHY

L. Ljung, “System Identification: Theory for the User”, Prentice Hall
Y. Bar-Shalom, X. R. Li, T. Kirubarajan, “Estimation with Applications to Tracking and Navigation”, John Wiley & Sons

Further readings will be given by lecturer