**System Identification and Data Analysis**(9 CFU):

Master of Science in Artificial Intelligence and Automation Engineering (Curriculum Robotics and Automation)

**System Identification**(6 CFU):

Master of Science in Engineering Management**Data Analysis**(6 CFU):

Master of Science in Artificial Intelligence and Automation Engineering (Curriculum Intelligent Systems)

Master of Science in Applied Mathematics (part of the Data and Financial Analysis course)

Office hours (M. Casini): upon request via e-mail

Oral exam date and hour | Homeworks must be delivered within |
---|---|

June 22, 14.30 | June 15 |

July 13, 14.30 | July 6 |

Thesis and research opportunities in the System and Control Group

The homework text can be asked by sending an email to prof. Garulli.

Students interested in doing the System Identification homework must send an email to Prof. Casini at least 15 days before the date of the oral exam.

- Linear algebra and calculus.

- Basics of probability theory and random variables (though there will be a very short review).

- Basics of dynamic systems theory: input-output and state space representations; transfer function; Z-transform (discrete-time systems).

- Basics of Matlab language.

Some useful links are given below.

- (A) the state estimation homework;

- (B) the system identification homework;

- (C) the oral exam.

Steps (A) and (B) must be done before step (C). Details and schedule of steps (A) and (B) will be comunicated by the instructors during the course. In any case, the reports of homeworks (A) and (B) must be delivered at least

The oral exam involves the discussion of the homeworks and questions about all the topics treated during the course (yes,

Students taking the 6 CFU version of the course (either System Identification, or Data Analysis) have to do only steps (B) and (C).

A LaTeX template for the report of the State Estimation Homework is provided here.

A LaTeX template for the report of the System Identification Homework is provided here.

Additional information will be provided during the course.

__Rule 1__: the right time to do the exam is at the end of the course, during the summer exam session. You are strongly encouraged to do that! In case you need to do the exam in subsequent sessions, you have to ask for the homeworks well in advance, in order to deliver the reports at least 7 days before the oral exam.-
__Rule 2__: do the homeworks by yourself and report them carefully. During the oral exam you will have to explain and motivate the homework solutions.

- T. Soderstrom, Discrete-time Stochastic Systems, Springer London Ltd, 2nd ed., 2002. Library code: 269 - 269a.
- L. Ljung, System Identification: Theory for the user, 2nd ed., Prentice-Hall, 1999. Library code: 71 - 71a - 71b.

- Video lectures of System Identification and Data Analysis. Access will be granted upon request from the student Unisi account.
- LaTeX tutorial (includes Installation, Quick Start, Commands, etc.)
- Matlab download site (create an account using your Unisi email address. Be sure to install the
*System Identification Toolbox*and the*Signal Processing Toolbox*) - A quick tutorial for dynamic system analysis and simulation with Matlab
- Notes of an old course version (in Italian)

- Introduction to linear algebra
- Probability and statistics (in italian)
- Dynamic systems (in italian)

Please report errors or problems to: garulli

Thanks!