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. A.A. 2009/2010.
 
 

Course Programme

  • 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, 4MB); (Lesson Slides PDF, 2 slides per page, 4MB).

  • 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).

  • 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).

  • 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, 2 slides per page, 1.2MB). Last modified: March, 2009.

  • 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).

  • 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, 2 slides per page, 6.3MB).

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    Downloads

  • 1. Example files for the identification and the simulation of a FIR model: parameter and estimation error computation, consistency example. (written by Silvio Simani, February 2008): (zipped file of Matlab and Simulink programs, 10KB).
  • 2. Simple example of Matlab function for the identification of a 2nd order ARX model: parameter and estimation error computations (written by Silvio Simani, February 2007): (file in Matlab format, 3KB).
  • 3. Simple AR and ARX data files (Silvio Simani, February 2007): (text comment file for the ARX example); (file in Matlab dat format). (text comment file for the AR example); (file in Matlab dat format); (file in Matlab format, generation example of the sun spots); (data file in ascii .dat format, time series of the sun spots).
  • 4. Matlab function "newhank.m" for construction of Hankel matrices (written by Silvio Simani, 2007): (file in Matlab .m format).
  • 5. Matlab function "struct_selectARX.m" for ARX model structure determination (written by Silvio Simani, 2007): (file in Matlab .m format).
  • 6. Matlab function "struct_selectARX_val2.m" for ARX model structure determination. Note that this function uses two sets of identification and validation data (written by Silvio Simani, 2007): (file in Matlab .m format).
  • 7. Matlab functions for testing residual whiteness and Chi-square test (written by Silvio Simani, 2007): (file in Matlab.m format).
  • 8. Matlab functions for testing residual whiteness and Chi-square test. Note that this function uses two sets of identification and validation data (written by Silvio Simani, 2007): (file in Matlab.m format).
  • 9. Data file from a real chemical SISO process (Prof. Robert Babuska, 1998): (file .mat Matlab format); (Text .txt file with few system info).
  • 10. Data file from a real chemical MISO process (Prof. Robert Babuska, 1998): (file .mat Matlab format); (Text .txt file with few system info); (estimation data: .dat file with data in ASCII format); (validation data: .dat file with data in ASCII format); (complete data set: .dat file with complete data set in ASCII format); (identification experiment documents in zipped format, Silvio Simani, March 2009).
  • 11. Data file from a simulated SISO (BJ) model (generated by Silvio Simani, 2007): (file in ascii .dat format); (Matlab .m file for BJ model data generation)
  • 12. Data file from a simulated ARMA model (single output time series, generated by Silvio Simani, 2007): (comment file in ascii .txt format); (data file in ascii .dat format).
  • 13. Process Data Sequences: DaISy (Database for the Identification of Systems). Developed, maintained, and hosted by SISTA .
  • 14. General Process Data Sequences for ARX, AR, ARMAX, ARMA and ARIMAX model identification examples: (Data text files in zipped format).
  • 15. Process data sequences for the Buffer Vessel Example and few Matlab programme files: (Data and Matlab function files in zipped format); (Data file in .mat Matlab format, 49KB); (Description file in .txt format).
  • 16. 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).
  • 17. Process Data Sequences from SISTA website: (Dynamic Process Data Files in zipped format downloaded from SISTA website).
  • 18. Example process data from a SISO model: (Dynamic process data file in ascii format generated by Silvio Simani, March 2008); (Info file in zipped format with experiment results, generated by Silvio Simani, March 2009).
  • 19. Example process data from a SISO model: (Dynamic process data file in ascii format, Matlab Dataset).
  • 20. Matlab function "select_struct_ARX.m" for ARX model structure determination (written by Silvio Simani, March 2008): (file in Matlab .m format).
  • 21. S. Simani. Analisi Essenziale per un Esperimento di Identificazione. (file in formato pdf); (file in formato Word 2000).
  • 22. K. Sigmon, "Matlab Primer Third Edition". University of Florida, Florida, Second Edition ed., 1992. (file in formato pdf ).
  • 23. SID, "System Identification Toolbox". System Identification Graphical User Interface for Matlab. (file in formato pdf ).
  • 24. Data file from a simulated SISO (OE) model (generated by Silvio Simani, 2009): (file in ascii .dat format); (Matlab .m script file for OE model data generation)

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