## Data Driven Modeling of Linear and Nonlinear Systems (2014)

Description:
Often models for dynamic systems are impossible to get, very difficult or
just too time consuming to establish based on first principles.
Occasionally, model structures can be formulated but the values of the
parameters are not known.  Often, as for many control applications, a
simple approximate model is more useful compared to a complicated
model developed from first principles.  In all of the above situations,
it is necessary to provide methods for estimating the parameters and
perhaps the whole model structure must be identified and all the
parameters must be estimated based on available time series.  Methods
for this is within engineering called system identification'', while
within statistics the term system modeling'' is used.

Basic approaches for system modeling includes prediction error
methods for estimating parameters in linear SISO ARMAX models based on
open loop data.  However, in many situations the system or the data
calls for a more complex framework for modeling, like closed loop
data, MIMO, time-varying or nonlinear models.

The purpose of this PhD course is to convey the participants a
comprehensive knowledge on both basic and more advanced aspects of
systems modeling. The goal is to enable the students with knowledge
and tools for stochastic modeling of physical systems.  The
participant should be able to apply software for parameter estimation
for the model structures.  The software used are the toolbox ident from
Matlab.

Prerequisites:
Knowledge on methods for describing dynamical systems
in continuous and discrete time, and on statistics and stochastic
processes at master level.

Organizer: Associate Professor Torben Knudsen, Automation & Control, AAU

Lecturers: Associate Professor Torben Knudsen, Automation & Control, AAU
Professor Henrik Madsen, DTU COMPUTE - Department of Applied Mathematics and Computer Science

ECTS: 3

Time: 16-20 June, 2014

08:15-12:00, lunch break, 13:00-15:45

Place: Aalborg University

16 and 18-20 June: Fredrik Bajers Vej 7G, room 5-109

17 June: Fredrik Bajers Vej 7E, room 3-209

Zip code: 9220

City: Aalborg

Number of seats: 50