MIDA1 Model Identification and Data Analysis
Contents
Course information
Complete course name : 051588 - MODEL IDENTIFICATION AND DATA ANALYSIS - 1ST MODULE (BITTANTI SERGIO) {051587 - MODEL IDENTIFICATION AND DATA ANALYSIS [sezione A]} Profesor : Simone Garatti Tutor :…
Stochastic processes and weak description
A signal is a function of time, usually symbolized $v(t,s)$. In a noisy signal, the exact value of the signal is random. Therefore, we will model noisy signals as a random function $v(t,s)$, where at…
Stationary stochastic processes (SSP)
A stochastic process $v(t,s)$ is stationary if: $m_v(t)=m_v$ $\forall{t}$: the mean function is a constant $\gamma_v(t,\tau ) = \gamma_v(\tau )$ $\forall{t}$: the covariance is function only of the…
Shift operators
The shift operators are: $z^{-1}$ backward shift operator $z^1$ forward shift operator Given a stochastic process $y(t,s)$ then $z^-1y(t,s)=y(t-1,s)$ which has the same realization shifted one time…
Model classes
9 pages
Frequency Domain Analysis
4 pages
Model prediction
6 pages
Model identification