Prof. Natale Alberto Carrassi

• Gli appunti delle lezioni di ciascun modulo (in inglese) saranno disponibili online.
• Gli appunti delle lezioni contengono anche un'ampia bibliografia.

Argomenti del programma: ○ Outlook on Probability theory and stochastic processes ● The inference problem under a Baysiean framework ○ Representation of the physical and of the observational systems ○ The three estimation problems: Prediction, Filter and Smoother ○ Statistical interpolation ● Linear estimation theory ○ Gauss-Markov Models ○ Observability and controllability ○ Minimum variance formulation - Kalman filter and smoother ○…

• Lecture notes and slides provided by the teachers

Argomenti del programma: Basic definitions of dynamical systems: generalities and standard examples. Stability: general concepts. Assessing stability via linearization or Lyapunov functions. Periodic solutions. Poincaré-Bendixson theorem. Stable and unstable manifolds. The statistical point of view for deterministic dynamical systems. Elementary ergodic theory. Hyperbolicity as the main ingredient for chaos.

• Gli appunti delle lezioni di ciascun modulo (in inglese) saranno disponibili online.
• Gli appunti delle lezioni contengono anche un'ampia bibliografia.

Argomenti del programma: ○ Outlook on Probability theory and stochastic processes ● The inference problem under a Baysiean framework ○ Representation of the physical and of the observational systems ○ The three estimation problems: Prediction, Filter and Smoother ○ Statistical interpolation ● Linear estimation theory ○ Gauss-Markov Models ○ Observability and controllability ○ Minimum variance formulation - Kalman filter and smoother ○…

Argomenti del programma: IMPORTANT: - The Guest Lecture course lasts 2 semesters. In order to get it pass it is needed to attend them both. - The exact schedule is given in the list of lectures below. Students are asked to check the program frequently given that it is usually updated in the course of the year based on availability of speakers. Therefore DO NOT only look at the time schedule but check the actual program below.