Optimization and Systems Theory Seminar
Friday, January 28, 2005, 11.00-12.00, Room 3721, Lindstedtsv. 25

Anders Blomqvist
Division of Optimization and Systems Theory
Department of Mathematics
E-mail: anders.blomqvist@math.kth.se

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.