You are all invited to this week's NOMADS seminar at GSSI.
The seminar will take place tomorrow March 30 at 18:00 (CET).
The speaker is Ivan Markovsky from Vrije Universiteit Brussel
(Belgium) who will give a talk on Data-driven dynamic interpolation
and approximation. Abstract and more info below.
Please feel free to distribute this announcement as you see fit.
Hope to see you all Tomorrow!
Francesco and Nicola
-------------------------------------------------
Data-driven dynamic interpolation and approximation
The behavioral system theory give theoretical foundation for
nonparameteric representations of linear time-invariant systems
based on Hankel matrices constructed from data. These data-driven
representations led in turn to new system identification, signal
processing, and control methods. In particular, data-driven
simulation and linear quadratic tracking control problems were
solved using the new approach [1,2]. This talk shows how the
approach can be used further on for solving data-driven
interpolation and approximation problems (missing data estimation)
and how it can be generalized to some classes of nonlinear systems.
The theory leads to algorithms that are both general (can deal
simultaneously with missing, exact, and noisy data of multivariable
systems) and simple (require existing numerical linear algebra
methods only). This opens a practical computational way of doing
system theory and signal processing directly from data without
identification of a transfer function or a state space
representation and doing model-based design.
References:
[1] I. Markovsky and P. Rapisarda. “Data-driven simulation and
control”. Int. J. Control 81.12 (2008), pp. 1946--1959.
[2] I. Markovsky. A missing data approach to data-driven filtering
and control. IEEE Trans. Automat. Contr., 62:1972--1978, April 2017.