EE 5329 System Identification

& Estimation
Lectures: Tue-Thu, 2:00-3:20 pm, WH 208 Instructor: Dan Popa, Ph.D., Assistant Professor, EE Office hours: Tue-Thu 10:00 am 12:00 pm, NH525 TA*: Muhammad Faizan {muhammad@arri.uta.edu} Course info: http://arri.uta.edu/popa/sysid Grading policy:
Individual Course project A with research paper -15% Midterm (in-class) -25% Individual course project B with oral presentation - 25% Homework assignments -10% Final (in-class) -25%

Course materials: Reserve at engineering library, class notes and reading assignments posted on website prior to or immediately after lecture 3 Invited Lectures will be held TBD
Dan O. Popa, System ID, Fall 2006

Course Summary
Identification of dynamical systems is a fundamental engineering analysis and modeling method. This course will introduce students to a range of parametric and nonparametric, linear and nonlinear identification methods with applications in most engineering fields. Fundamentally, identification methods revolve around quantitatively describing the relationship between system inputs and outputs. Identification methods lead to reduced order models that can be used later for prediction, control or optimization. The concepts covered in this course can be used in many applications such as modeling of robots and mechatronic systems, MEMS and NEMS, fluid flow and heat transport phenomena in bio-chemistry, etc.

Dan O. Popa, System ID, Fall 2006

Course Objectives
1) Familiarity with techniques in system ID and system estimation. 2) Familiarity with identification models. 3) Familiarity with numerical schemes for identification. 4) Ability to make intelligent choices of ID/estimation method and experiment design guided by prior information and observed data.
Dan O. Popa, System ID, Fall 2006

Tentative Syllabus
Part 1: Basics of system ID, estimations, and static models
Week 1 - August 28, 30 - Lectures 1,2
Course information Basic concepts and terminology: intro to system identification and estimation, linear and nonlinear models, prediction and simulation, parametric and nonparametric ID, box models. Notation and archetypical problem Review: mathematical concepts related to Optimization and Estimation: loss functions, mean-square and max. likelihood estimates, least squares, covariance, noise, search algorithms.

Week 2 - September 5, 7 - Lectures 3,4

Review: mathematical concepts related to Optimization and Estimation: loss functions, mean-square and max. likelihood estimates, least squares, covariance, noise, search algorithms.

Week 3 - September 12, 14 - Lectures 5,6

HW 1 handed out Basics of static model identification: basis models, look-up tables, neural networks

Dan O. Popa, System ID, Fall 2006

Tentative Syllabus
Part 2: Introduction to Identification of Linear Dynamical Systems Week 4 - September 19, 21 - Lectures 7,8
Review of LTI dynamical systems: impulse response, sampling, transfer function Frequency domain, periodograms, spectral analysis

Week 5 - September 26, 28 - Lectures 9,10

Simulation and Prediction Introduction LTI models: ARX, ARMAX, OE, BJ, others HW 1 due, HW 2 handed out

Week 6 - October 3, 5 - Lectures 11,12

LTI models continued ARX, ARMAX, OE, BJ, others

Week 7 - October 10, 12 - Lecture 13

October 10 - Invited Lecture: Examples of LTI problems HW2 due October 12 - Midterm (in class)
Dan O. Popa, System ID, Fall 2006

Tentative Syllabus
Part 3: Advanced Identification Methods

Week 8 - October 17, 19 - Lectures 14,15

Distributed parameter models Models for time-varying and nonlinear systems

Week 9 - October 24, 26 - Lectures 16,17

Non-parametric models: IR, Step, Frequency response, Empirical TFE, Spectral Analysis. October 24 - Course Project A due

Week 10 - Oct. 31, Nov 2 - Lectures 18,19

State Models and the Kalman Filter Linear and Nonlinear Kalman Filter Estimators HW 3 handed out

Week 11 - November 7, 9 - Lectures 20,21

Self-tuning adaptive control Subspace methods in state space model estimation
Dan O. Popa, System ID, Fall 2006

Tentative Syllabus
Part 4: Numerical Implementation and Convergence Issues

Week 12 - November 14, 16 - Lectures 22, 23

Convergence and consistency of estimates. HW 3 due

Week 13 - November 21 - Lectures24

More on numerical methods in identification: direct and iterative methods.

Week 14 - November 28, 30 - Lectures 25,26

Recursive estimation methods

Week 15 - December 5, 7 - Lectures 27,28

Invited Lectures: Examples of identification problems December 7 - Course Project B due

Week 16 - December 12
Final exam (in class)

Dan O. Popa, System ID, Fall 2006

Robots at UTAs Automation & Robotics Research Institute (ARRI)

Dan O. Popa, System ID, Fall 2006

ARRI Robotics Research

Macro-scale robots: Staubli, Fanuc, Motoman, Adept, IBM, ABB, CRS, Unimation. Micro-scale robots: Stacked precision stages, MEMS. Mobile robots: JC Penney Cyberguard, ARRI Rover. Research Areas:
Assembly and manipulation at multiple scales: macro/meso/micro. Microassembly using Si MEMS microrobots. Robotic Deployment of Wireless Sensor Networks

Dan O. Popa, System ID, Fall 2006

Why Research in Micro and Distributed Robotics?

Tools and Fundamentals Established Technologies
Robotics Control Systems Nanotechnology Manufacturing & Automation Biotechnology

Emerging Technologies
Microsystems & MEMS

Modeling & Simulation Control Theory Algorithms

Sensor networks

New applications

Surgical robotics
Service robots Distributed systems

Micromanufacturing Microrobotics Microassembly Micropackaging Sensors NanoManufacturing

Small-scale Robotics & Manufacturing

Dan O. Popa, System ID, Fall 2006

Detailed Assignment Info

Individual Course project A with research paper -15%
Goal: select an area relevant to system ID, collect at least 5 relevant papers, write a 10 page essay about an identification method and possible applications.

Midterm (in-class) -25%

Goal: MIDTERM A will test your knowledge of first 2 parts of the course.

Individual course project B with oral presentation - 25%

Goal: select an application that requires system ID (could be the same as project A). Apply this method to the system and perform the identification loop, including verification. ARRI robots or FEA simulations are ideal platforms for project B.

Homework assignments -10%

There will be 3 homework assignments, mostly math and programming based.

Final (in-class) -25%

Comprehensive exam
Dan O. Popa, System ID, Fall 2006

Textbooks
Textbook:
1) System Identification: Theory for the User (2nd Edition) by Lennart Ljung, Publisher: Prentice Hall PTR; 2nd edition (December 29, 1998), ISBN: 0136566952
Covers: Dynamic system identification, basis of MATLAB system ID toolbox.

Additional Texts:
2) Optimal Estimation: With an Introduction to Stochastic Control Theory (Hardcover), by Frank L. Lewis, Publisher: Wiley-Interscience (April 1986), ISBN: 0471837415
Covers: Classic estimation theory, Kalman Filtering

3) Nonlinear System Identification: From Classical Approaches to Neural Networks and Fuzzy Models, by Oliver Nelles, Publisher: Springer (December 12, 2000), ISBN: 3540673695
Covers: Static model estimation, optimization, linear and nonlinear ID methods, neuro-fuzzy methods.

4) Applied System Identification (Paperback), by Jer-Nan Juang, Publisher: Prentice Hall PTR (November 15, 1993) , ISBN: 013079211X
Covers: Linear state space ID methods with aerospace applications.

Dan O. Popa, System ID, Fall 2006

Textbook Readings
For next week
Chapter 1 from Ljung text Chapter 1 from Nelles text

Purpose of weekly assigned textbook readings

To solidify concepts To go through additional examples To expose yourselves to different perspectives Reading is required. Problems or questions on exams might cover reading material not covered in class.

Dan O. Popa, System ID, Fall 2006

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Dan O. Popa, System ID, Fall 2006