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

The final exam will take place on March 20, 2019 between 14:00 and 17:00h in the lecture halls 026 and 036 in building 101.

Last year's final exam can be found here and it's solution.

Q&A session: March 18, 2019, from 9:00 to 12:00, in room: SR 01-009|013 in building 101.

The summer term exam will be held on September 19, 2019 between 14:00 and 17:00h in lecture hall 026.


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 (updated 18.02.) 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 new recordings for this winter term.
Please watch the old recordings from 2017/18.
07 December  
12 December  
14 December  
19 December Microexam 2 & Solution
21 December no lecture
09 January  
11 January Chapter 8 Complete lecture
16 January Chapter 9 to 9.2.3 Complete lecture
18 January no lecture no recordings
23 January Chapter 9.4 Complete lecture
25 January Chapter 9.6 Complete lecture
30 January Microexam 3 & Solution no recordings
01 February   no recordings
06 February no lecture no recordings
08 February no lecture no recordings



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: