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.


Lectures take place on Wednesdays 08:30h to 10:00h 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.

Tentative course schedule (may change, please check regularly):

Date Topic Recordings
October 23   Complete lecture
October 25 Linear Algebra Tutorial  
October 30   Complete lecture
November 6  Statistics Tutorial Complete tutorial
November 8   Complete lecture
November 13   Complete lecture
November 15   Complete lecture
November 20   Complete lecture
November 22   Complete lecture
November 27 Microexam 1  
November 29    
December 4   Complete lecture
December 6   Complete lecture
December 11   no recordings
December 13   No new recordings for this winter term.
Please watch the old recordings from 2017/18.
December 18  
December 20 no lecture?
January 8 Machine Learning I ? 
January 10 Machine Learning II ?
January 15 Microexam 2
January 17  
January 22   Complete lecture
January 24   Complete lecture
January 29    
January 31   Complete lecture
February 5   Complete lecture
February 7 Microexam 3 no recordings
February 12 no lecture? no recordings
February 14 no lecture? no recordings


Exercise sessions are organized on (starting on October 24, 2019):

  • Thursday 16:00 to 18:00
  • Friday 12:00 to 14:00
  • Tuesday 12:00 to 14:00

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.

Teaching Assistants

  • Tobias Schöls
  • Jia-Jie Zhu
  • Naya Baslan
  • Jakob Harzer
  • Bryan Ramos

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

Final Exam

The final exam will take place in March 2020 in building 101. The exact date and place will be announced here.

A sample exam can be found here (solution).


The material for the tutorials:


We recommend students to install MATLAB on their 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 its capabilities.Ultimately MATLAB is installed on some come computers in the computer pool. We have no influence on this installation please refer to the pool managers for details.