The blackboard site is now operational, and the course is open for self-enrollment for students. Hence, no more information concerning this course will be available through this site.
The study guide is available here .
The course is based on the book
Introduction to Mathematical Systems Theory
Linear Systems, Identification and Control
Christiaan Heij, Andre Ran, Freek van Schagen,
2007, VII, 166 p., Softcover
A Birkhauser book
See this link for the book.
Errors and misprints for the book can be found under this link. The first set of exercises is available here .
For the exercises you need data:
First series, first assignement.
First series, second assignement.
First series, third assignement.
The second set of exercises consists of ex23.pdf on your cd-rom.
The third set of exercises consists of ex45.pdf on the cd-rom.
The fourth set of exercises is combined from ex6.pdf and ex7.pdf on the cd-rom. You have to do the exercises 1 and 2 of ex6.pdf and exercise 2 of ex7.pdf.
The final set of exercises is given by two files: is the first one,
concerning Chapter 9, and is the second one. The file
is a helpful file for the second one. It assists you in making the required graphs.
From the file ex10.pdf, first exercise, you can omit the ARMA(2,1) model.
THE DATA FOR THE EXERCISE FOR CHAPTER 9 ARE NOT WHERE YOU THINK THEY ARE!!! It was pointed out to me that the data for the exercises for chapter 10 are in the two files exercise_9.m and exercise_10.m, respectively. To generate the time series needed for the exercise 9, use the file exercise_7.m. This will generate a time series Y, which you should use in the exercise.