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

Master of Science in Engineering Management

Master of Science in Artificial Intelligence and Automation Engineering (Curriculum Robotics and Automation)**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): Monday at 9.00 https://meet.google.com/gbz-yaid-kjk

For infos about the homeworks (see below). Download LaTex and test it on the report template.

Link to online classes: https://meet.google.com/rag-gqmh-ijd

Video lectures 2020-2021

- 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 system identification homework;

- (B) the state estimation 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 Data Analysis course (6 CFU) have to do only steps (A) and (C).

A LaTeX template regarding the system identification report 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.

- 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!