Course literature

Main textbook

The main textbook in the course is:

• Ljung, Lennart; Glad, Torkel; Hansson, Anders, Modeling and identification of dynamic systems Links to an external site., Second edition, Lund, Studentlitteratur, [2021]

The main part of the course content can also be found in the first edition of the textbook, or the older Swedish version:

• Ljung, Lennart; Glad, Torkel, Modellbygge och simulering Links to an external site., Lund, Studentlitteratur.

However, there are some new chapters in the second edition, like the one on "Statistical Concepts for Parameter Estimation". 

Main textbook	Swedish (old)	Content
Chapter 1-3	Kapitel 1-3	Introduction to models and examples of models that can be constructed from simple experiments.
		"Linear regression", by Bengt Carlsson, Andreas Lindholm, and Per Mattsson.
Chapter 4	Kapitel 4	Physical modeling. Not part of the course, but relevant material that may be of interest to you.
Chapter 5-8	Kapitel 5-9	Not part of the course.
Chapter 9-12, 14-16	Kapitel 10-13, 16	Very important for the course.

On the exam: You are allowed to bring the main textbook (or an older either English or Swedish version of it) as well as a printout of the text "Linear regression".

Complementing textbooks

T. Söderström, P. Stoica, "System Identification"

Available as a free pdf. Links to an external site.

Covers most of the material in the course, and also goes into more theoretical detail. We will reference this book a few times during the course for those that want some deeper theoretical knowledge.

Note: In this book a time-discrete linear system is denoted by $G(q^{-1})$, i.e. it uses $q^{-1}$ as an argument to the transfer function. In the main course book, and during lectures, we write $G(q)$ for the same transfer function.

In most cases this will not matter. However, there are some theorems we will use where it must be assumed that the transfer function goes to 0 as $q \rightarrow \infty$. In the book by Söderström and Stoica this is written as $G(0) = 0$, but with the notation in the main course book this is written $G(\infty) = 0$.

P. Stoica, R. Moses, "Spectral Analysis of Signals"

Available as free pdf. Links to an external site.

Chapter 1-2 in this book gives a more in-depth discussion of the material in the lectures on signal processing. 

Other material

We may also give out additional material during the course. This will be added to the page for the corresponding lecture.