Graduate course on Recursive identification,
spring 2001
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Description
Recursive identification, also known as adaptive
filtering, concerns methodologies how to adaptively update, often in
real-time, mathematical models of dynamic systems. It is natural to view
it is a subfield of learning systems. It has wide applications, perhaps
particularly so in control systems and signal processing.
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Contents
Introduction. Different approaches to recursive
identification. Tracking time-varying systems. A general framework for
models and identification methods. Analysis of properties for time-invariant
systems. User choices of algorithms. Implemenation aspects. Algorithmic
details. Analysis of tracking time-varying systems.
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Prerequisites
The course should be of interest for graduate students
in automatic control, signal processing, systems theory, mathematical statistics,
etc. The participants are assumed to have a basic knowledge of system identification
using parametric methods, or parameter estimation for dynamic models, or
time-series analysis.
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Structure
The graduate course will be given during period
4, spring semester 2001. There will be one or two four hour session(s)
basically each week. Each session will comprise a 2 hour lecture (partly
of survey character), and a 2 hour part where the participants will demonstrate
solutions to the homework assignments.
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Venue
The sessions will take place in room 105,
house 8, Polacksbacken, Uppsala.
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Examination
The participants will be given a set of problems/homework
assignments to be solved and demonstrated during the course. There will
also be a final take-home exam. The course will give 7 units in the graduate
program.
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| Lecturer
Professor Torsten Söderström, email ts@syscon.uu.se. |
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Literature
For those who are not registrated as graduate students
at the Department of Systems and Control, there will be a fee of SEK 200
for the copied book and the additional material.
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Registration
In order to arrange appropriate copying of the course
literature, those interested to participate in the course are asked to
inform Anna Blomberg (phone 018-4713074, email ab@syscon.uu.se), not
later than March 12, 2001.
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| More information
about examination and schedule, click here. |