Modeling and System Identification

Prof. Dr. Moritz Diehl

Modeling and System Identification (MSI) is concerned with the search for mathematical models for real-life systems. The course is based on statistics, optimization and simulation methods for differential equations. The exercises will be based on pen-and-paper exercises and computer exercises with MATLAB.

Teaching Assistants

  • Tobias Schöls
  • Katrin Baumgärtner
  • Alexander Petrov

If you have questions please approach us during the exercise sessions. In urgent cases you may also send an email to

Please fill in the mid-term feedback form before December 12, 2018. - A summary of the answers will be presented in class.

Final Exam

Last year's final exam can be found here


Lectures take place on Wednesdays 14:10h to 15:55h and Fridays 10:00 to 11:45, in SR 00-010/014 in building 101.

Recordings of some of the lectures are available on the webpage of the video center.

Course material is the following:

  • MSI script by prof. Diehl,
  • Script by prof. Johan Schoukens, VUB, Brussels, Belgium,
  • Textbook, Ljung, L. (1999). System Identification: Theory for the User. Prentice
    Available in the campus library.

These are special dates:

Date Topic Recordings
17 October Chapter 1 to 1.2 Complete lecture
19 October Chapter 1.2.2 to 2.3 Complete lecture
24 October MATLAB Tutorial Complete tutorial
26 October Chapter 2.3 to 2.4 Complete lecture
31 October Chapter 2.5 to 3.1 Complete lecture
02 November no lecture no recordings
07 November Linear Algebra Tutorial no recordings
09 November Chapter 3.1 to 4.1 Complete lecture
14 November Chapter 4.3 to 4.4.1 Complete lecture
16 November Chapter 4.5 to 4.7 Complete lecture
21 November Microexam 1 & Solution Discussion of microexam 1
23 November Chapter 5 to 5.1.1 Complete lecture
28 November Chapter 5.2 to 5.3.2 Complete lecture
30 November no lecture no recordings
05 December   no recordings  yet
07 December   no recordings  yet
12 December   no recordings  yet
14 December   no recordings  yet
19 December Microexam 2 no recordings  yet
21 December   no recordings  yet
09 January   no recordings  yet
11 January   no recordings  yet
16 January   no recordings  yet
18 January   no recordings  yet
23 January   no recordings  yet
25 January   no recordings  yet
30 January Microexam 3 no recordings  yet
01 February   no recordings  yet
06 February   no recordings  yet
08 February   no recordings  yet


Exercise sessions are organized on (starting in the second week of the semester):

  • Thursday 16:00 to 18:00
  • Friday 14:00 to 16:00
  • 3rd group to be announced

in building 082, room 029.

Please hand in solutions to computer exercises through Matlab Grader individually (you should have received an invitation email, email us). Solutions to non-computer exercises can be handed in on paper by groups of maximum 3 persons on Friday's at 10:00 in the lecture or before that in building 102, 1st floor, 'Anbau' (here). The corrected exercises will be handed out during the exercise sessions.

Exercise files:

If you have any questions regarding the exercises, email us.


All students must have MATLAB installed on their personal laptop and bring it to the exercise sessions (and the tutorials in the beginning of the semester). The university provides licences.

There is an online (in browser) version of MATLAB. This service is provided by MathWorks and can be accessed with a MathWorks account. We won't be able to provide support for the online version and the exercises may exceed it's capabilities.


Some introductory tutorials are available for your convenience: