ME 350/450: ADVANCED TOPICS IN CONTROLS

SYSTEM IDENTIFICATION & ADAPTIVE CONTROL

1. Introduction to System Identification
2. Mathematical Background
• Random Variables and Stochastic Processes
• Discrete-time Signals and Systems
• Model Parameterization and Prediction
• Commonly used Signals: Spectral Properties
• Persistent Excitation
3. Nonparametric Identification
• Impulse and Step Response
• Correlation Methods
• Spectral Analysis
4. Parametric Identification
• Determining Model Dimension
• Minimizing Prediction Error
• Linear Regression and Least Square Estimation
• Identifiability, Convergence and Consistency
• Asymptotic Distribution of Parameter Estimates
• The Instrumental-Variable Method
• Realization Method
5. Identification Algorithms
• Computing the Estimates
• Recursive Estimation
• Kalman Filter Interpretation
6. Identification in Practice
• Aliasing due to Sampling
• Closed Loop Data
• Model Order Estimation
7. Adaptive Control
• Parameter Identifiers
• Adaptive Observers
• Certainty Equivalence Principle
• Indirect vs. Direct Adaptive Control
• Stability Issues in Time-varying Systems
• Stability of an Adaptive Systems