System Identification And Prediction – Politecnico di Milano

Argomenti del programma: The program of the course is as follows. Discrete-time linear dynamical systems: definition and analysis of model classes for Time Series and Input/Output models (ARMA, ARMAX) Linear optimal prediction Black-box identification from measured data-sets of Input/Output models (algorithm, analysis, validation) Black-box identification from measured data-sets of state-space models Variable estimation: Kalman Filter and…