ISS0031 Modeling and Identification

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This website is now archived. Please check out the new website for Centre for Intelligent Systems which includes both A-Lab Control Systems Research lab and Re:creation XR lab.

However, the Dynamic System Model Database can still be used and may be updated in the future.

Course description

News
  • Exam | 09.01.2014 14:47 | by Juri Belikov

    Dear all,

    I would like to remind that the next attempt will take place in U02-307 that is next to the U03 building in which we had lectures.

     

    With best wishes,

    Juri Belikov

  • Results | 22.12.2013 16:50 | by Juri Belikov

    Dear All,

    for those who decided to try to pass the exam before the X-mas, I would like to announce the final results that can be found here. If you are happy with your results, then everything is fine. In case you want to improve your points, you can come in one of the official dates and write the exam one more time. As for the others you have this option as well.

     

    Wish You a Merry Christmas and a Happy New Year,

    Juri Belikov

  • About final exam | 16.12.2013 09:19 | by Juri Belikov

    Dear All,

    now, couple words about the final exam. The very firts attempt will take place on this Thursday (19.12.2013), room U03-302. Dates for the other attempts are:

    • 15.01.2014, 11:00-14:00, room U02-307
    • 22.01.2014, 11:00-14:00, room U02-307
    • 30.01.2014, 11:00-14:00, room U02-307

    Choose any option you like. Of course, if you will not be satisfied with your points, you can rewrite the test, but within proposed dates.

     

    Now, about content of the exam. Each version contains 3 questions. Among them: 1 theoretical question and 2 pracical problems; each is from different block.

    Theoretical question. You need to write everything (not one row answer) you know  about stated problem. Precise and distinct answer is required.

    Practical questions. These are very similar to the ones solved during the semester in other tests.

    The exam will cover material of all 9 lectures. So, if you still experience some problems with Lecture 8 (Introduction to game theory) come and ask me your questions.

  • Results | 14.12.2013 20:32 | by Juri Belikov

    Dear All,

    the results after the Test 3 are now available. Next, week I will announce final dates of the exam.

    If you have any questions do not hesitate to contact me.

  • No lecture | 28.11.2013 14:40 | by Juri Belikov

    Dear all,

    I want to remind you that there is no lecture next week. In addition, Homework 3 is available and has to be presented at the time of Test 3.

  • Results (upd.) | 12.11.2013 10:41 | by Juri Belikov

    Dear all,

    the evaluation results are updated.

  • Results of the first test | 05.10.2013 11:55 | by Juri Belikov

    Dear all. Results are now available at the same file (further the file will be updated in accordance to the course progress) where you could see your points for the first homework. In case you are not satisfied with the number of points you got, it is possible to rewrite the test, but only once.

  • Results | 02.10.2013 09:36 | by Juri Belikov

    Dear participants of the course. It is my pleasure to announce that some of the first results (homework) are already available and can be found here. Further, new results will be added to this file. If you cannot find your result, then either you did not present me your work, or I do not have your student number (please send me it). In case of some questions you can always contact me.

  • Lecture by Professor Witold Respondek | 23.09.2013 09:38 | by Juri Belikov

    For more details please visit the original news.

  • Brief introduction to MATLAB/Simulink | 05.09.2013 17:31 | by Juri Belikov

    Due to the increased interest in MATLAB/Simulink from the students, we decided to organize an extraordinary laboratory work. Note that, it is not mandatory, free of charge, and will be given by Eduard Petlenkov. Please visit the page for more details.

Syllabus

Instructors: 

Juri Belikov

Semester: 

  • Autumn

Year: 

2013

Awarded ECTS points: 

5.0

Attachment: 

PDF icon Program.pdf

Description: 

The course will cover the following topics:
Classification of systems. Operational analysis and constrained optimization problems. Linear programming: feasible region, Simplex method, Dual Simplex method. Transportation problem. Introduction to the Game theory. Linear continuous- and discrete-time analytical models: transfer and state-space models. Obtaining mathematical models from principal schemes of mechanical, electrical, hydraulic and thermal systems. Mathematical modeling of systems: analytical modeling versus identification from measured data. Identification techniques: least squares method, neural networks.

Policies: 

Course aims:

  • to show connections between mathematics, economics and control theory with respect to optimization theory;
  • to give an overview of the basic modeling and optimization problems, and methods for their solution;
  • to develop the ability to think systematically, formulate and analyze problems.

Learning outcomes of the subject:

  • knows and understands the basics of mathematical programming and control theory;
  • knows the basic modelling and optimization problems;
  • can formulate linear programming problems;
  • can apply different methods to solve linear programming problems;
  • can describe systems by using mathematical models (state-space models, input-output models, etc.);
  • knows how to derive mathematical models;
  • can use MATLAB environment to analyze and solve different mathematical programming and control problems.

Independent work: Students have to be able to apply concepts and demonstrate understanding. Three tests and three homeworks have to be solved during semester. Students have to be able to work with additional literature.

Evaluation criteria: The final grade consists of two parts: 60% work during the semester (3×15% tests + 3×5% homework) and 40% exam.

Literature: 

The material presented in lectures is partly based on the following literature:

  1. Ü. Kaasik, L. Kivistik, Operatsioonianalüüs, Valgus, Tallinn, Eesti, 1982.
  2. Ü. Kaasik, Matemaatiline planeerimine, Valgus, Tallinn, Eesti, 1967.
  3. E. Übi, Planeerimise ja juhtimise matemaatika, Külim, Tallinn, Eesti, 1998.
  4. E. Übi, Ekstreemumülesanded majanduses ja tehnikas, Külim, Tallinn, Eesti, 2002.
  5. H. Sillamaa, Süsteemiteooria, TTÜ, Tallinn, Eesti, 1999.
  6. T. S. Ferguson, Linear Programming: A concise introduction, e-version is available at http://www.math.ucla.edu/~tom/LP.pdf, 2013.
  7. E. Rasmusen, Games and Information: An Introduction to Game Theory, Wiley-Blackwell; 4th edition, 2006.
  8. K. Ogata, Modern Control Engineering, 5th edition, Prentice Hall, 2009.
  9. Ю. И. Клименко, Высшая математика для экономистов: теория, примеры, задачи, Издательство "Экзамен", Москва, 2005.
Materials

Lectures

Titlesort ascending Published Short description Files
Lecture 9 17.11.2013 Introduction to linear control theory. Lecture_9.pdf
Lecture 8 31.10.2013 Introduction to game theory. Lecture_8.pdf
Lecture 7 24.10.2013 Solution of the Transportation problem Lecture_7.pdf
Lecture 6 17.10.2013 Transportation problem. Lecture_6.pdf
Lecture 5 18.10.2013 Dual Simplex method. Lecture_5.pdf
Lecture 4 18.10.2013 Simplex method. Lecture_4.pdf
Lecture 3 18.10.2013 Convexity: definitions and examples. Lecture_3.pdf
Lecture 2 18.10.2013 Geometrical method. Lecture_2.pdf
Lecture 11 28.11.2013 Algebraic methods for nonlinear systems. Belikov.pdf
Lecture 1 18.10.2013 Introductory material: linear programming problem, typical examples. Lecture_1.pdf

Exercises

Titlesort ascending Published Short description Files
Homework 3 17.11.2013 The file contains problem that has to be solved as a third homework. Homework_3.pdf
Homework 2 24.10.2013 The file contains problem that has to be solved as a second homework. Homework_2.pdf
Homework 1 12.09.2013 The file contains problem that has to be solved as a first homework. Homework_1.pdf