Optimization and Systems Theory Seminar
Friday, January 28, 2005, 11.00-12.00, Room 3721, Lindstedtsv. 25
Division of Optimization and Systems Theory
Department of Mathematics
A well-posed approach to ARMA estimation and Hinf control synthesis
The theory of analytic interpolation with degree constraint provides
paradigms for ARMA estimation and Hinf control synthesis which are
fundamentally different from the conventional approaches. The main
merit of the paradigms is the inherent well-posedness of the
underlying mathematical problems. This yields an alternative
coordinatization, that is a smooth parameterization, of the transfer
functions in terms of the problem data and possibly a set of tuning
parameters. In this talk we shall present some recent developments of
the paradigms and illustrate them with some examples.
The talk is based on the thesis "A Convex Optimization Approach to
Complexity Constrained Analytic Interpolation with Applications to
ARMA Estimation and Robust Control", which will be defended on
February 7, 2005.
Calendar of seminars
by Anders Forsgren.