Identificazione dei Modelli ed Analisi dei Dati
Modulo di 56 ore per il III anno della Laurea
in Ingegneria dell'Automazione e per la Specialistica in Ingegneria dell'Automazione (N.O.) al Dipartimento di
Ingegneria dell'Università di Ferrara
Course Programme
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Lecture 1. Introduction - General introduction to modelling and
system identification. (i) Theory and experiment based modelling
methods; (ii) Parametric and non-parametric models and identification
methods; (iii) Procedure of system identification. Reading: L. Ljung,
From Data to Model: A Guided Tour of System Identification, Linköping
University, Sweden, Report No. LiTH-ISY-R-1652, 1994. Lecture Notes:
Lecture 1. (Lesson Slides
PDF Format, 13MB); (Lesson Slides PDF
Zipped Format, 11MB). (Lesson Slides PDF,
2 slides per page, 13MB).
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Lecture 2. Non-recursive (off-line) methods. (i) Least-Squares
(LS) method and its variants; (ii) Instrumental variable methods;
(iii) Prediction error methods. Lecture Notes: Lecture 2.
(Lesson Slides PDF Format, 2.5MB); (Lesson Slides PDF Zipped
Format, 2MB). (Lesson Slides PDF,
2 slides per page, 2MB).
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Lecture 2.5. Nonparametric Identification. Input Signals for
Identification. Identification Conditions. Lecture Notes:
Lecture 2.5. (Lesson Slides PDF Format, 1.6MB); (Lesson Slides PDF
Zipped Format, 1.4MB). (Lesson Slides PDF,
2 slides per page, 1.4MB).
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Lecture 3. Recursive (on-line) methods. (i) Recursive
Least-Squares (RLS) methods; (ii) Tacking and forgetting factor
techniques. Lecture Notes: Lecture 3.
(Lesson Slides PDF Format, 1.5MB); (Lesson Slides PDF Zipped
Format, 1.2MB). (Lesson Slides PDF,
2 slides per page, 1.2MB).
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Lecture 4. PEM Identification Method. Minimisation Techniques
and Numerical Algorithms. Lecture Notes: Lecture 4.
(Lesson Slides PDF Format, 1.5MB); (Lesson Slides PDF Zipped
Format, 1.2MB). (Lesson Slides PDF,
2 slides per page, 2MB).
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Lecture 4.5. Instrumental Variable Method (IVM). Instrument Theory
and Numerical Implementation Algorithms. Lecture Notes: Lecture 4.5.
(Lesson Slides PDF Format, 1.7MB); (Lesson Slides PDF Zipped
Format, 1.5MB). (Lesson Slides PDF,
2 slides per page, 1.6MB).
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Lecture 4.6. Model Structure Determination. Model
Validation. Theoretic Results and Practical Examples. Lecture Notes:
Lecture 4.6.
(Lesson Slides PDF Format, 2.6MB); (Lesson Slides PDF Zipped
Format, 2.3MB). (Lesson Slides PDF,
2 slides per page, 2.3MB).
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Lecture 4.8. Closed Loop Identification. Theoretic Results and Practical Examples. Lecture Notes:
Lecture 4.8.
(Lesson Slides PDF Format, 1.2MB); (Lesson Slides PDF Zipped
Format, 1MB). (Lesson Slides PDF,
2 slides per page, 1MB).
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Lecture 5. Summary and Practical Aspects. An Application
Example with the System Identification Toolbox of Matlab. Lecture Notes:
Lecture 5.
(Lesson Slides PDF Format, 6.6MB); (Lesson Slides PDF Zipped
Format, 4.6MB). (Lesson Slides PDF,
2 slides per page, 6.3MB).
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Lecture 5.5. Remarks on Persistent Excitation
Conditions. Practical Aspects. Lecture Notes:
Lecture 5.5.
(Lesson Slides PDF Format, 0.4MB); (Lesson Slides PDF Zipped
Format, 0.38MB). (Lesson Slides PDF,
2 slides per page, 0.38MB).
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Lecture 6. Course Summary on System Identification. Lecture Notes:
Lecture 6.
(Lesson Slides PDF Format, 2.8MB); (Lesson Slides PDF Zipped
Format, 2.2MB). (Lesson Slides PDF,
2 slides per page, 2.6MB).
Download
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Matlab function "structMISO.m" for ARX model structure determination + "my_hank.m" Matlab function
for Hankel matrix construction (written by Silvio Simani, 2006):
(file in zipped format).
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Matlab functions for testing residual whiteness and Chi-square test (written by Silvio Simani, 2006):
(file in zipped format).
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Process Data Sequences: DaISy (Database for the
Identification of Systems). Developed, maintained, and hosted by
SISTA .
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General Process Data Sequences for ARX, AR, ARMAX and ARMAX model identification examples:
(Data text files in zipped format).
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Process data sequences for the Buffer Vessel Example and few Matlab programme files:
(Data and Matlab function files in zipped format).
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Process data sequences for the energised R-phase 400 kV three phase transformer and the Matlab function
of the case study: (Data and Matlab function files in zipped format).
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Process Data Sequences from SISTA website: (Dynamic Process Data Files in
zipped format downloaded from SISTA website).
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K. Sigmon, "Matlab Primer Third Edition". University of Florida, Florida, Second
Edition ed., 1992. (file in formato pdf ).
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SID, "System Identification Toolbox". System Identification Graphical User Interface for Matlab.
(file in formato pdf ).
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