Optimization and Systems Theory Seminar
September 9, at 11.00, room 3721, Lindstedtsvägen 25, KTH:
Division of Optimization and Systems Theory
Department of Mathematics
He will present his thesis that will be defended September 16:
Spectral moment problems: Generalizations, implementation and tuning.
Spectral moment interpolation find application in a wide array of use cases: robust control, system identification, model reduction
to name the most notable ones. This thesis aims to expand the theory of such methods in three differend directions.
The first main contribution concerns the practical applicability. From this point of view various solving algorithm and their properties
are considered. This study lead to identify a globally convergent method with excellent numerical properties.
The second main contribution is the introduction of an extended interpolation problem that allows to model ARMA spectra without
any explicit information of zero's positions. To this end it was necessary for practical reasons to consider an approximated interpolation insted.
Finally, the third main contribution is the application to some problems such as graphical model identification and
ARMA spectral approximation.
Calendar of seminars
Last update: September 5, 2011.