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Instructor Class Description

Time Schedule:

Howard Jay Chizeck
A A 549
Seattle Campus

Estimation and System Identification

Fundamentals of state estimation for linear and nonlinear systems. Discrete and continuous systems. Probability and stochastic systems theory. Models with noise. Kalman-Bucy filters, extended Kalman filters, recursive estimation. Numerical issues in filter design and implementation. Prerequisite: either A A 547, E E 547, or M E 547. Offered: jointly with E E 549/M E 549.

Class description

A great many control design and analysis applications involve systems that are not well-understood, and for which detailed models are unavailable. Without precise models, most of the methods of state-space control theory are not applicable. In these situations, and in situations where systems are slowly time varying, the methods of system identification and adaptive control are appropriate. These techniques have, for the most part, been designed for computer implementation - hence they are most often developed and applied to discrete time systems (or sampled continuous-time systems).

This course approaches topics of system identification, estimation and adaptive control through an input/output approach. The course will focus almost entirely on discrete time formulations, and will address both theoretical topics (algorithm convergence, stability) and implementation issues. The course will include a project - with students working in small groups.

The goal of this course is to enable all students to have the skills and knowledge to successfully apply identification and adaptive control methods.

Student learning goals

General method of instruction

Recommended preparation

Class assignments and grading


The information above is intended to be helpful in choosing courses. Because the instructor may further develop his/her plans for this course, its characteristics are subject to change without notice. In most cases, the official course syllabus will be distributed on the first day of class.
Last Update by Howard Jay Chizeck
Date: 03/29/2004