01RKYQW / 01RKYOV - Estimation, Filtering and System
Identification
(was: 01PDDQW / 01PDDOV - Identification
and Control Methodologies)
Master Course in Mechatronic Engineering
Master Course in Computer Engineering
Schedule of laboratory activities c/o LABINF /
ACSLAB (academic year 2024/2025):
NEW!!
- 19/03/2025: first computer practical
- 26/03/2025: second
computer practical
- 02/04/2025: third computer practical
- 07/05/2025: fourth computer practical
- 28/05/2025: fifth computer practical
- 04/06/2025: sixth computer practical
Special announcements (academic year 2024/2025): NEW!!
- First lecture on 24/02/2025, from
08:30 to 11:30, c/o Classroom 9T
Lecture Notes / Slides
Random experiment and random source
of data; Probability distribution and density functions; Vector
random variables; Correlation coefficient and correlation matrix;
Normal random variables
Estimation problem; Estimator
probabilistic characteristics; Cramér-Rao inequality; Estimation
methods: Least-Squares,Weighted Least-Squares, Maximum Likelihood,
Bayesian, Recursive Bayesian
Unknown but bounded errors; Estimate Uncertainty Set (EUS) and
Intervals (EUI); Feasible Parameter Set (FPS) and Parameter
Uncertainty Intervals (PUI); Optimal estimates
Filtering problem; One-step and
Multi-step Kalman predictor; Kalman
filter; Steady-state Kalman predictor; Nonlinear Kalman filtering:
Linearized and Extended Kalman predictor
Model classes; Prediction-Error
method (PEM): Least-Squares and Recursive Least-Squares;
Anderson's whiteness test; Model stucture selection and validation
criteria: FPE, AIC, MDL
Introduction to System
Identification Toolbox under MATLAB and the Graphical User
Interface GUI
Parametric approach; Fized and tunable
basis functions; Parametric models; Nonlinear regression systems
Notes handwritten by the teacher
during the lessons, to be carefully checked
The only formulary allowed to be
used during the exam (please, send an email message to the teacher
for asking to add possible missed useful formulas or for warning
for possible typos)
Laboratory Lecture Notes / Slides and
Auxiliary Lectures
Support material on MATLAB
Exams
- Academic Year 2023/24, Exam #1: June 27, 2024,
at 14:00, c/o LAIB 3 - 4: results
- Academic Year 2023/24, Exam #2: July 25, 2024,
at 11:00, c/o LAIB 1 - 4: results
- Academic Year 2023/24, Exam #3: September 18, 2024,
at 14:00, c/o LAIB 1 - 4: results
- Academic Year 2023/24, Exam #4: February 12, 2025,
at 11:00, c/o LAIB 3: results NEW!!
Past exams
- Academic Year 2022/23, Exam #1: June 29, 2023,
at 08:30, c/o LAIB 1 - 4: results
- Academic Year 2022/23, Exam #2: July 17, 2023,
at 10:00, c/o LAIB 1 - 4: results
- Academic Year 2022/23, Exam #3: September 18, 2023,
at 11:00, c/o LAIB 3 - 4: results
- Academic Year 2022/23, Exam #4: February 22, 2024,
at 08:30, c/o LAIB 4: results
- Academic Year 2021/22, Exam #1: June
22, 2022, at 15:00,
c/o LAIB 3 - 4: results
- Academic Year 2021/22, Exam #2: July
18, 2022, at 13:30,
c/o LAIB 1 - 4: results
- Academic Year 2021/22, Exam #3: September 12, 2022,
at 10:00, c/o LAIB 3 - 4: results
- Academic
Year 2021/22, Exam #4: November 7, 2022,
at 14:30, c/o LAIB 4: results
- Academic
Year 2021/22, Exam #5: February 15, 2023,
at 08:30, c/o LAIB 4: results
- Academic Year 2020/21, Exam #1: July
02, 2021, at 08:30,
c/o VLAIB: results
- Academic Year 2020/21, Exam #2: July
22, 2021, at 08:30,
c/o VLAIB: results
- Academic
Year 2020/21, Exam #3: September 10, 2021,
at 08:30, c/o VLAIB: results
- Academic Year 2020/21, Exam #4: November 10, 2021,
at 08:30, c/o VLAIB: results
- Academic Year 2020/21, Exam #5: January
18, 2022, at 08:30,
c/o AULA 5D: results
- Academic Year 2019/20, Exam #1: July
02, 2020, at 14:00,
c/o VLAIB: results
- Academic Year 2019/20, Exam #2: July
23, 2020, at 14:00,
c/o VLAIB: results
- Academic Year 2019/20, Exam #3: September
04, 2020, at 08:00,
c/o VLAIB: results
- Academic Year 2019/20, Exam #4: February
12, 2021, at 08:30,
c/o VLAIB: results
- Academic Year 2018/19, Exam #1: July
05, 2019, at 13:30,
c/o LAIB 3 - 4: results
- Academic Year 2018/19, Exam #2: July
18, 2019, at 13:30,
c/o LAIB 3 - 4: results
- Academic Year 2018/19, Exam #3: September
20, 2019, at 08:30,
c/o LAIB 4: results
- Academic Year 2018/19, Exam #4: February 06, 2020,
at 08:30, c/o LAIB 2B: results
Teacher: prof. Michele Taragna
email: michele.taragna
[at] polito.it
office phone: (+39) 011-090-7063
office fax: (+39) 011-090-7099
Last update of this page: 20/02/2025,
16:00 (M.T.)