About
Prerequisite: Control Theory, Linear Algebra, Statistics and Probability, MATLAB (or Python)
Prerequisite: Control Theory, Linear Algebra, Statistics and Probability, MATLAB (or Python)
Associate professor
Department of Electrical Engineering, Control Systems
Member of APAC research group
K. N. Toosi University of Science and Technology
The “System Identification” course was recorded and edited by Mohammad Mahdi Ghorbani, and published by Alimohammad Ghassemi, during the Fall semester of 2023 across 27 sessions, with the videos accessible on both YouTube and Aparat platforms.
Characteristics, Applications (Prediction, Simulation, Control, Fault Detection, etc.), Linear or Nonlinear? Parameter Identification or Modeling? Selection: Input, Model Structure, Complexity, Real-time vs. Offline, Black Box, White Box, Gray Box, Evaluation Metrics.
Linear Parameter Estimation and Optimization Methods: Least Squares (LS), Statistical Analysis, Regularization, Bias-Free Estimation, Minimum Variance Estimation, BLUE (Best Linear Unbiased Estimation), Cramer-Rao Lower Bound, Rao-Blackwell Theorem, Recursive Least Squares (RLS), Forgetting Factor (FRLS), Multiforgetting Factor (MFRLS), Computational Complexity, Problems, and Solutions, Prediction Error.
Kalman Filter (KF) and Its Applications in Linear Parameter Estimation, Extended Kalman Filter (EKF) Selection, Noise Covariance Matrix, Adding Artificial Noise, Orthogonalized Images, Orthogonalized Regression (Ridge Regression), Orthogonal Least Squares (OLS), Orthogonalized Recursive Methods.
Input Signal Selection for Sufficient Excitation in Dynamic Identification, Linear Dynamic System Identification Models with and without Feedback, Time Series Models (FIR, ARX, ARMAX, OE, BJ, PEM), AR, MA, ARMA Models, Instrumental Variables, Consistency, ARX Model Problem, Minimizing Prediction Error as Optimization Goal, Optimal Parameter Estimation in ARMAX Models, Nonlinear or Iterative Optimization Methods, ELS, GLS Methods, Recursive Iterative Methods for Parameter Estimation (RELS, RGLS, RIV, RPEM), Data Splitting for Validation and Testing, Training Data.
Identifying Closed-Loop Systems, Multi-Input Multi-Output System Identification, and System Identification in State Space.
The Transition from Linear to Nonlinear Identification, Reasons and Challenges.
Local Optimization Methods: Gradient-Based and Non-Gradient-Based, Gradient-Reliant Optimization Methods, Absolute Optimization Methods, Population-Based Optimization Methods, Evolutionary Optimization Methods, Multi-Objective Optimization Methods, and Their Application in Identification.
Hammerstein and Wiener Models, NOE, NARMAX, NARX, Nonlinear Input-Output Models.
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