Course
Cybernetics (ELE620)
An introduction to stochastic processes and their properties: correlation, white noise and power spectrum. Parametric system identification: ARX and ARMAX models, adaptive filtering, LS and RLS methods. State space models and Kalman filter. Mass and energy balance based models, discretization of continuous systems.
Dette er emnebeskrivelsen for studieåret 2019-2020. Merk at det kan komme endringer.
Semesters
Fakta
Emnekode
ELE620
Vekting (stp)
10
Semester undervisningsstart
Autumn
Undervisningsspråk
English
Antall semestre
1
Vurderingssemester
Autumn
Timeplan
Content
An introduction to stochastic processes and their properties: correlation, white noise and power spectrum. Parametric system identification: ARX and ARMAX models, adaptive filtering, LS and RLS methods. State space models and Kalman filter. Mass and energy balance based models, discretization of continuous systems.
Learning outcome
- Describe discrete and continuous dynamic systems by transfer-functions and state-space-models.
- Transform a dynamic system from one form to another.
- Describe stochastic a system.
- Do state and parameter estimation by Kalman filtering and RLS.
Forkunnskapskrav
HSE-course for master students (TN501)
Exam
Form of assessment | Weight | Duration | Marks | Aid | Exam system | Withdrawal deadline | Exam date |
---|---|---|---|---|---|---|---|
Written exam | 1/1 | 4 Hours | Letter grades | No printed or written materials are allowed. Approved basic calculator allowed | Inspera assessment | — | — |
Vilkår for å gå opp til eksamen/vurdering
Exercises
There will be 8 exercises in discipline, those submitted for approval within given deadlines. At least 6 of the exercises should be done and approved by subject teacher within the specified deadlines.
Fagperson(er)
Head of Department:
Tom RyenLaboratory Engineer:
Didrik Efjestad FjereideCourse teacher:
Damiano RotondoCourse coordinator:
Damiano RotondoMethod of work
4 hours of lectures and 1-2 hours exercises per week.
Overlapping
Emne | Reduksjon (SP) |
---|---|
Cybernetics (ELE620_1) , System identification (MIK130_1) | 10 |
Cybernetics (ELE620_1) , System identification (MIK130_2) | 10 |
Åpent for
Master studies at the Faculty of Science and Technology.
Emneevaluering
Form and/or discussion.
Litteratur
Documents and lecture notes will be available on Canvas.
The course description is retrieved from FS (Felles studentsystem). Version 1