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.
- 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 firstname.lastname@example.org
Please fill in the mid-term feedback form before December 12, 2018. - A summary of the answers will be presented in class.
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.
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
Hall. Available in the campus library.
These are special dates:
|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.
|19 December||Microexam 2 & Solution|
|21 December||no lecture|
|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 0
- Exercise 1 dataset
- Exercise 2 dataset
- Exercise 3(updated) dataset
- Exercise 4(updated) dataset
- Exercise 5 dataset
- Exercise 6 dataset
- Exercise 7 dataset
- Exercise 8 dataset
- Exercise 9 dataset
- Exercise 10 dataset
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: