Lecturer: Giuseppe De Nicolao  

Course name: Identificazione dei modelli e analisi dei dati II
Course code: 062385
Degree course: Ingegneria Informatica
Disciplinary field of science: ING-INF/04
University credits: CFU 5
Course website: http://sisdin.unipv.it/

Specific course objectives

Course programme

Estimation theory

• the maximum likelihood criterion: properties and examples; a posteriori estimation: the Bayes estimator.

Basics of neural networks

• radial basis function neural networks;
• multilayer perceptrons networks.

Stochastic processes and optimal prediction

• mean, autocorrelation, autocovariance, independence, incorrelation;
• white noise, random walk;
• stationary processes, power spectral density, nonparametric spectral estimation;
• MA, AR, and ARMA processes, Yule-Walker equations;
• spectral factorization, optimal predictor.

Identification of dynamic systems

• output error models and equation error models;
• prediction error methods for system identification;
• LS estimation of ARX models: probabilistic analysis, persistent excitation.

Course entry requirements

Course structure and teaching

Lectures (hours/year in lecture theatre): 25
Practical class (hours/year in lecture theatre): 19
Practicals / Workshops (hours/year in lecture theatre): 10
Project work (hours/year in lecture theatre): 0

Suggested reading materials

G. De Nicolao, R. Scattolini. Identificazione Parametrica. Edizioni CUSL, Pavia.

A. Papoulis. Probability, Random Variables, and Stochastic Processes. MCGraw-Hill.

S. Bittanti. Teoria della Predizione e del Filtraggio. Pitagora Editrice.

S. Bittanti. Identificazione dei Modelli e Controllo Adattativo. Pitagora Editrice.

Testing and exams