System Identification

5 credits

Syllabus, Master's level, 1RT885

Education cycle
Second cycle
Main field(s) of study and in-depth level
Technology A1F
Grading system
Fail (U), Pass (3), Pass with credit (4), Pass with distinction (5)
Finalised by
The Faculty Board of Science and Technology, 4 February 2021
Responsible department
Department of Information Technology

Entry requirements

120 credits including Linear Algebra II, Probability and Statistics, Signals and Systems, and Signal Processing or Automatic

Control II. Proficiency in English equivalent to the Swedish upper secondary course English 6.

Learning outcomes

The aim of this course is to guide the student how to translate theoretical concepts into engineering practice.

On completion of the course, the student should be able to:

  • describe the different phases that constitute the process of building models, from design of the identification experiment to model validation
  • analyze system identification methods using statistical methods
  • describe and motivate basic properties of classical identification methods
  • show working knowledge of the available tools and software
  • discuss relations to similar fields of research


Examples of models for systems and signals. Correlation analysis and spectral analysis. Linear regression, the least squares method and prediction error methods. Black box and gray box modeling. Model validation and practical aspects. Possibilities and limitations with empirical modeling. Recursive identification methods and applications. Orientation on non-linear modeling and related research areas (eg machine learning).


Lectures, problem solving sessions, mini project and laboratory work.


Written examination (3 credits), laboratory work (1 credit) and mini project (1 credit).

If there are special reasons for doing so, an examiner may make an exception from the method of assessment indicated and allow a student to be assessed by another method. An example of special reasons might be a certificate regarding special pedagogical support from the disability coordinator of the university.