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ESTIMATION THEORY
Code: 34363
ECTS: 5
Lecturers in charge: prof. dr. sc. Nedjeljko Perić
prof. dr. sc. Ivan Petrović
izv. prof. dr. sc. Mario Vašak
Take exam: Studomat
English level:

1,0,0

All teaching activities will be held in Croatian. However, foreign students in mixed groups will have the opportunity to attend additional office hours with the lecturer and teaching assistants in English to help master the course materials. Additionally, the lecturer will refer foreign students to the corresponding literature in English, as well as give them the possibility of taking the associated exams in English.
Load:
Lecture typeTotal
Lectures 45
* Load is given in academic hour (1 academic hour = 45 minutes)
Description:
Methods for system model estimation (system identification) and system states identification are elaborated. System identification based on deterministic excitation signals. Nonparametric system identification methods in time and frequency domain. Estimation of the system model parameters: least-squares method, instrumental variables method, maximal likelihood method. Selection of the model structure and verification of the obtained model. State estimation of the deterministic systems. State estimation of the stochastic systems: linear and nonlinear Kalman filters. Simultaneous estimation of system parameters and states. Examples of estimation techniques application to system control, system fault detection, signal processing etc.
Literature:
  1. Identifikacija procesa-predavanja, Skripta; Perić, N., Petrović, I; FER, Zagreb; 2005
  2. System Identification - Theory for the User (2nd Edition); Ljung, L.; Prentice-Hall; 1998; ISBN: 978-0136566953
  3. Kalman Filtering and Neural Networks; Haykin, S. (Editor); John Wiley & Sons; 2001; ISBN: 978-0471369981
  4. Adaptive Filtering and Change Detection; Gustafsson, F.; John Wiley & Sons; 2001; ISBN: 0471492876
  5. Optimal State Estimation - Kalman, Hinf, and Nonlinear Approaches; Dan Simon; John Wiley & Sons, Inc.; 2006; ISBN: 13 978-0-471-70858-2
2. semester
Teorijski predmeti profila - Mandatory profile - Control Engineering and Automation
Teorijski predmeti profila - Mandatory profile - Information Processing
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