System Identification

What Is System Identification ?

As an engineer, you may encounter situations in which you are supposed to deal with different kind of systems which you might have not fully informed about their behaviors. In fact we are not always provided with the precise model of dynamical systems that we should work with. In this situations one might find it beneficial to construct a model for the system that he/she have access to. There are pretty much methods that can be used to adjust model parameters to the certain system. System Identification is the very methodology that one can use to build a mathematical model of a system by measuring the input and output signals of the system in the time or frequency domain. In the following you may find the course materials for the Class September 2016 of Dr. Hamid Khaloozadeh, which I was in charge of Teaching Assistance for the time being. Simulation codes may also be provided soon. You may also find visiting the Original Web Page for the course very useful to find further materials.

• References

It occurs to me that it is not so easy to recommend a certain reference for System Identification to every body due to different level of expertise or education people can have. Actually I must highly recommend you to begin with  System Identification: Theory For The User, by Lennart Ljung. It may seems a bit tough at the the beginning and can easily take a toll on you if you are not familiar with the context, especially because of the notation, but I recommend to start from this book because it is very complete and recognized in the control community as a reference book on the field.This book contains many new computer-based examples designed for market-leading software, MATLAB’s System Identification Toolbox developed by L. Ljung’s research group. I am also inclined to strongly recommend you to take a look at one of the many available books about probability and stochastic processes if it happens to be the case that you are not familiar with the context. actually there are many available resources that can be helpful for you, I must recommend you two basic book, the first one amazing Basic Stochastic Process by Pierre Devolder, Jacques Janssen, Raimondo Manca and of course Probability And Stochastic Processes: A Friendly Introduction For Electrical And Computer Engineers by Roy D. Yates, David J. Goodman, getting started with and heading through these 2 books, certainly makes you capable of delving into much complicated issues in the field. There are some other books available that can be very beneficial for you, in my perspective I tried to gather some references and arranged them from beginner level to senior level. 

1. Identification of Continuous-Time Systems By Ganti Prasada Rao, In view of the importance of system identification, the International Federation of Automatic Control (IFAC) and the International Federation of Operational Research Societies (IFORS) hold symposia on this topic every three years. Interest in continuous time approaches to system identification has been growing in recent years. This is evident from the fact that the of invited sessions on continuous time systems has increased from one in the 8th number Symposium that was held in. as a broad survey of mathematical techniques for system identification in the continuous-time domain, this book can be recommended.
2. System Identification: An introduction By Keesman, Karel J. This Book actually uses a practical example-based approach to show students how identification really works. The book presents a systematic overview of the fundamental problems and methods in the modern system identification theory. The material is divided into four parts covering data based non-parametric identification methods, time-invariant system identification, time-varying system identification and model validation problems.Each chapter of the book is finished with references, historical notes and exercises to be solved by the reader. Numerous examples demonstrate the practical applicability of the presented methods. The book can be recommended for students and practitioners for self-study.
3. Survey on the history of system identification. M. Gevers， “A personal view of the development of system identification: A 30-year journey through an exciting field，”. In this article the author describes the development of system identification in the control community as he has observed it over the last 30 years, both as a student of the subject eager to learn and understand the work of his colleagues and as an active participant in these developments. This article attempts to exhibit both the continuity and the motivation for developments in system identification in the last 30 years and also the significant new departures and insights that came as the result of some important breakthroughs. ( Download PDF )
4. Mastering System Identification in 100 Exercises By Johan Schoukens, Rik Pintelon, Yves Rolain . This book enables readers to understand system identification and linear system modeling through 100 practical exercises without requiring complex theoretical knowledge. The contents encompass state-of-the-art system identification methods, with both time and frequency domain system identification methods covered, including the pros and cons of each. Each chapter features MATLAB exercises, discussions of the exercises, accompanying MATLAB downloads, and larger projects that serve as potential assignments in this learn-by-doing resource.