Description:

Explanation of basic concepts relating to the processing and analysis of signals and their use to obtain a description of a deterministic or stochastic system for the purpose of automatic control. The experimental identification of systems that can be described by linear models is explained in more detail.

Contents:

? Basic concepts of signal processing and system identification
? Analog and digital filters, classification and their implementation
? Linear time invariant continuous and discrete models
? Discretization, sampling, frequency properties, anti-aliasing filter
? Parametrization of step and frequency responses
? Concepts of probability theory and stochastic processes
? Characteristics of stochastic processes
? Continuous and discrete Fourier Transform
? Power spectrum, periodogram, white noise
? Identification of dynamic systems in the time domain (linear regression)
? Identification of dynamic systems in the frequency domain
? Time-discrete parametric stochastic models of signals and systems
? Kalman filter - optimal filtration based on the internal description of the system

Seminar contents:

Solution of 3 projects which are aimed at
1) analytical identification
2) structure and parameter estimation of linear process through the use of deterministic input signal
3) experimental identification of stochastic process

Recommended literature:

? Hofreiter, M.: Identifikace systémů I, ČVUT v Praze, 2009, 202 s. ISBN 978-80-01-04228-1
? https://moodle.fs.cvut.cz/course/view.php?id=44
? E. W. Kamen and B. S. Heck: Fundamentals of Signals and Systems (2nd Edition), Prentice Hall, 2006
? L. Ljung: System Identification: Theory for the User (2nd Edition), Prentice Hall, 1999
? O. Alkin: Signals and Systems (1st Edition), Taylor & Francis Group, 2014

Keywords:

signal, system, system identification, filtering, probability, stochastic process

Abbreviations used:

Semester:

• W ... winter semester (usually October - February)
• S ... spring semester (usually March - June)
• W,S ... both semesters

Mode of completion of the course:

• A ... Assessment (no grade is given to this course but credits are awarded. You will receive only P (Passed) of F (Failed) and number of credits)
• GA ... Graded Assessment (a grade is awarded for this course)
• EX ... Examination (a grade is awarded for this course)
• A, EX ... Examination (the award of Assessment is a precondition for taking the Examination in the given subject, a grade is awarded for this course)

Weekly load (hours per week):

• P ... lecture
• C ... seminar
• L ... laboratory
• R ... proseminar
• S ... seminar