Lecturer: Giuseppe De Nicolao  

Course name: Identificazione dei modelli e analisi dei dati LS
Course code: 064050
Degree course: Ingegneria Biomedica, Ingegneria Informatica, Ingegneria dei Servizi
Disciplinary field of science: ING-INF/04
L'insegnamento è caratterizzante per: Ingegneria Biomedica
The course relates to: Ingegneria Biomedica
University credits: CFU 5
Course website: http://sisdin.unipv.it/

Specific course objectives

Knowledge of the basic notions of: estimation theory (maximum likelihoo estimation, Bayesian estimation); model identification using neural networks; stochastic processes (mean, autocovariance, power spectral density, optimal prediction); identification of ARMAX models. Ability to solve identification and prediction problems starting from problem formulation to arrive at the use of software tools to estiate parameters and perform simulations.

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

Basic notions of set theory, logics, notions of limit, derivative, and integral, maximisation of functions of either one or several variables. Systems of linear equations and matrix calculus. Basics of probability theory, statistics and data analysis.

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

During and at the end of the course two written tests will be carried out on the first and second part of the course, respectively. Passing both tests is equivalent to passing the exam. Otherwise, the student has to pass a written exam covering the entire course program.