week 2 - iead

week 2:
stochastic processes
properties-> stationarity (weak and strong)
white process, wiener process .
Frequency characterization: spectrum and spectral density
a linear system with a stochastic process as input -> properties of outupt
Properties of ARMA , MA and AR processes

week 1 - iead

aleatory variables.
Stochastic processes
probability concepts
joint probability
independence
uncorrelation
Gaussian variables
Uniform distribution

INIZIO LEZIONI

Le prossime lezioni di CONTROLLI AUTOMATICI saranno mercoledi' 2 maggio alle ore 8.00


Le lezioni di IDENTFICAZIONE E ANALISI DEI DATI di mercoledi' 2 maggio sono sospese.

inizio lezioni

Come comunicato dal preside, le lezioni del secondo modulo avranno inizio il 2 maggio 2007

SEMINAR

MONDAY 26 march at 16.30 in A320 (DINFO, University of Palermo)
Prof. M. A. Dahleh
LIDS Laboratory for Information and Decision Systems
MIT MASSACHUSSETS INSTITUTE OF TECHNOLOGY

will give a seminar entitltled

'' Model Reduction of Hidden Markov Models''

You are all invited

identification and control

A stochastic process has been characterized through its variance and its spectral density.
A stationary process can be seen as the output of a lti system with white noise as imput.
Various process (AR, MA and ARMA) have been studied.

identification and analysis of data

First lesson.
I will explain the main content of the course
Aim of the course is the following:

To understand how to extract, to get the rigth parameters and the interactions, the model, starting from data (measuerements of the sytems).
How to deal with noisy measurements and how to filter the noise.

Today I will talk about stochastic variables. I will revise some probability concept, talking about indipendent and uncorrelated variable. I will intrroduce the probability density.

system identification

An interesting recent paper on the story of system identification
is the following:

	A personal view of the development of system identification: A 30-year journey through an exciting field Gevers, M.; Control Systems Magazine, IEEE Volume 26, Issue 6, Dec. 2006 Page(s):93 - 105 Digital Object Identifier 10.1109/MCS.2006.252834 Summary: In this article the author describes the development of system identification in the control community as he has observed it over the last 30 years, both as a student of the subject eager to learn and understand the work of his colleagues and as an a.....
		AbstractPlus | Full Text: PDF(698 KB) IEEE JNL