Identification and Estimation

Code:

EEC0101

Acronym:

IEST

Keywords
Classification	Keyword
OFICIAL	Automation, Control & Manufacturing Syst.
OFICIAL	Basic Sciences for Electrotechnology

Instance: 2011/2012 - 1S

Active?	Yes
Responsible unit:	Department of Electrical and Computer Engineering
Course/CS Responsible:	Master in Electrical and Computers Engineering

Cycles of Study/Courses

Acronym	No. of Students	Study Plan	Curricular Years	Credits UCN	Credits ECTS	Contact hours	Total Time
MIEEC	28	Syllabus (Transition) since 2010/2011	5	-	6	60	162
		Syllabus	5	-	6	60	162

Teaching language

Portuguese

Objectives

- To acquire the theoretical basis for understanding the estimation and identification problems as well as the methods that today constitute the "state of the art" in this area.
- To know the different approaches to the system identification problem with emphasis on the

Program

Part I - Introduction to stochastic processes and Kalman filter
Part II - System Identification Theorectical tools
- Complements of linear algebra
- Input-output and state space models of Linear Time Invariant Systems
Part III - Stochastic processes and Kalman filter
- Stationary and ergodic processes
- Spectral analysis
- White Noise
- Input-Output models
- Input-Output predictive models
- State-space models
- The Kalman filter
- The innovation model
Part IV - System Identification methods
- Least Squares Estimator
- Impulse response estimation
-Input-Output models estiamtion
- Deterministic realization theory.
- Subspace Identification methods

Mandatory literature

Katayama, Tohru; Susbspace Methods for System Identification, Springer-Verlag , 2005. ISBN: 1852339810
Lopes dos Santos, Paulo; Tópicos de Álgebra Linear, 2007
Lopes dos Santos, Paulo; Processos Estocásticos e Filtro de Kalman, 2007
Ljung, Lennart; System identification. ISBN: 0-13-881640-9
Lopes dos Santos, Paulo; Sistemas Lineares e Invariantes no Tempo ("Lecture Notes escritas para esta disciplina), 2007

Complementary Bibliography

Van Overschee, Peter; Subspace identification for linear systems. ISBN: 0-7923-9717-7
Delgado, Catarina Judite Morais; Identificação no subespaço de estados de sistemas lineares
Verhaegen, Michel and Verdult, Vincent; Filtering and System Identification - A least squares approach, Cambridge University Press, 2007. ISBN: ISBN-13 978-0-521-87512-7

Teaching methods and learning activities

Theoretical Lectures: Subject exposition using slides and the board.
TP Lectures: Problems resolution. Concepts Demonstration of concepts with real or simulated data. Small Identification and Estimation Projects.

Software

Matlab 6
System Identification Toolbox - Release 11
Interactive System Identification Tool

keywords

Technological sciences > Engineering > Systems engineering > Systems theory

Evaluation Type

Evaluation with final exam

Eligibility for exams

Do not exceed the absence limit.

Calculation formula of final grade

Exam + Distributed evaluation.

Ordinary students
Exam: 15
Distributed evaluation: 5


Any student with a final grade greater or equal to 18 may require an oral exam for possible assignment of a grade higher than 18.

Special assessment (TE, DA, ...)

The students admitted to the examination because they were released from attending the lectures (according to points a) b) c) of Article 4 of the General Evaluation Rules), will make the ordinary students normal witten examinations.

The Working students will only be graded by the final examination.

Classification improvement

The classification improvement can be made in special examination period . The examination grade will be the final grade if better than the previous one.