Optimization and Systems Theory Seminar
Friday April 9, 2010, 11.00-12.00, Room 3721, Lindstedtsvägen 25
Tzvetan Ivanov
Université Catholique de Louvain, Belgium
The Information Inequality On Function Spaces
In a statistical framework common paradigms for system identification
are linked to parameter estimation. Due to this relation one benefits from a
wide range of existing estimation procedures which are accompanied with
classical results from statistics quantifying their accuracy. In applications
like robust control, however, one is interested in statements quantifying the
uncertainty about the unknown system in terms of its frequency response, impulse
response or a variety of other system theoretic properties. These natural
measures of nearness get transfigured when considering uncertainty regions in
the parameter space. In our work we therefore address uncertainty quantification
and the tradeoff between system complexity and variability in a coordinate-free
manner. This makes it easier to measure the mismatch between estimator and true
system in an application dependent manner, while allowing the usage of different
parameterizations, which is a computational advantage.
Calendar of seminars
Last update: March 3, 2010.