Module Code ID 73002 Module Name Introduction to Mathematical Modelling

Credits 3 Hours/Week Lectures 3

GPA/NGPA GPA Labs/Assignments/Tutorials 3/4, 3/4, 0

Semester 7 Pre requisites None

Learning By the end of this course, students should be able to:

outcomes 5. Ability to apply laws of nature to develop mathematical models for dynamical systems
and to analyze and simulate them and predict the behavior.

6. Ability to conduct appropriate identification experiments and to estimate the linear and
nonlinear models for systems using system identification methodologies and
optimization.

Topics
1. Introduction [2h]
Need for systems modelling and Mathematical modelling; Importance of dynamical systems;
Different objectives of modelling; Different types of models (continuous time/ Discrete
time, deterministic/Stochastic, linear/nonlinear etc.) (1h)
Differentiate between developing models based on laws of nature and system identification
approach, Limitations of mathematical modelling. (1h)
2. Model Development using laws of nature [2h]
Using conservation laws to develop models of dynamical systems and phenomena.
(1h)
Discuss examples from engineering, biological systems, economics and finance etc.
(1h)
3. Linear Systems and Models [5h]
st nd
Review of 1 and 2 order linear models with examples (1h)
Time domain properties of linear system, Time constant, Steady state gain, overshoot,
settling time, dead time etc. (1h)
Linear differential equations and state space models; Analytical solutions of ODE and
Phase plane. (2h)
Feedback in dynamical systems, and Stability of linear systems. (1h)
4. Simulation [2h]
Importance of simulation in Modeling; Numerical solutions of ODE (1h)
Introduction to Simulation Software (1h)
5. Non linear systems [5h]
Concept of non-linearity; non-linear static elements (hard limiters, hysteresis etc) and
dynamical systems (1h)
Introduction to different types of non-linear systems and models (1h)
Stable and unstable equilibrium; Oscillatory, bifurcation and chaotic behavior of systems
(2h)
Linearization of Non-linear systems; Simulation of non-linear systems (1h)

6. Signal models and Noise models [2h]

Models for simple continuous time and discrete time signals (1h)
 Introduction to stochastic processes and different noise models. (1h)
7. Discrete time systems [6h]
Introduction to difference equations (linear and non-linear) with examples (1h)
Solution of linear discrete time systems; Z- transform , Transfer functions (2h)
Discretization of linear continuous time systems; Sample and hold (2h)
Stability (1h)
8. Frequency domain analysis of dynamical system [6h]

Review of Fourier series and Fourier Transformation; Continuous time and Discrete time
Fourier series and Fourier Transform (2h)
Frequency response of continuous time and discrete time dynamical systems, Bode plot;
Use of Frequency response for modelling (2h)
Introduction to DFT and FFT; Software for computing FFT (2h)
9. Introduction to Optimization [3h]
Review of optimization theory; Non constraint and constraint optimization methods
(2h)
Introduction to optimization software (1h)
10. Systems Identification [7h]

Concepts if system identification and inverse modelling; Time series models, AR, MA, ARMA
and ARMAX (1h)
Least Squares and extended least squares method for system identification (2h)
Identification based on frequency response (1h)
System identification experiments; Persistence excitation of input signals (1h)
Identification of non- linear models, continuous time models and Inverse modelling using
optimization. (2h)
11. Advance non-linear models for systems and phenomena [2h]

Introduction to Neural networks and fuzzy systems for modeling non-linear systems and
phenomena (2h)

Laboratory There will be six (04) Laboratory Exercises of 3 h duration each

Exercises
Assessment Continuous Assessment: 30% [Based on Laboratory work, Quizzes and Assignments]
Criteria End of Semester Examination: 70%

Recommend
[1] Modeling Case Studies and Projects by Jim Caldwell and Douglas K.S. Ng 2004
ed Texts Kluwer Academic
Publishers, ISBN 1-4020-1991-2

[2] Mathematical Modeling by J.N. Kapur, 1988, Wiley Eastern Limited, ISBN 81-224-
0006-X

[3] System Identification by T. S. Soderstrom and Petre G. Stoica, 1989, Prentice Hall