The final exam for clearing OPTIMAL ESTIMATION AND FILTERING consists of an oral exam focused on the topics discussed in the classroom. Two (or three) general topics are assigned to the student as a written task, each within a fixed time window and then discussed with the teacher at the end of the scheduled time. The lessons are contained in the Notes aside and collected in chapters, with Summary and Notation sections.
C. Bruni, C. Ferrone, Metodi di stima e filtraggio e l'identificazione dei sistemi, Aracne ed. 2008.
M. Dalla Mora, A. Germani, C. Manes, Introduzione alla teoria dell'identificazione dei sistemi, EuRoma ed. 1997.
G. Picci, An introduction to Statistical Data Science: Theory and Models, Springer Verlag, 2024.
T. Kailath, Ali H. Sayed, B. Hassibi, Linear Estimation, Prentice Hall, 2000.
B. D. O. Anderson, J. B. Moore, Optimal Filtering, Prentice Hall, 1979.