Kok Lay Teo教授学术报告

发布时间:2018年05月16日 作者:唐颖   消息来源:业务办    阅读次数:[]

讲座题目:Time-delay estimation via dynamic optimization techniques

讲座人:Kok Lay Teo杰出教授 Department of Mathematics and Statistics Curtin University, Australia k.l.teo@curtin.edu.au

讲座时间:2018-5-29上午10:00-12:00

讲座地点:数理楼145报告厅

摘要: This talk will discuss the problem of estimating unknown time-delays (both state- and input-delays) and unknown system parameters in a general nonlinear time-delay system. We propose a unified computational approach that involves solving a dynamic optimization problem, whose cost function measures the discrepancy between predicted and observed system output, to determine optimal values for the unknown quantities. We discuss two computational procedures for computing the partial derivatives of the cost function in this problem: one involves solving a set of auxiliary time-delay systems forward in time; the other involves solving an auxiliary “costate” system backwards in time. By combining either of these computational procedures with a standard gradient-based optimization algorithm, the optimal values for the unknown delays and system parameters can be obtained. The talk will conclude by discussing variations of this approach for when the input signal is discontinuous, and when the output data is subject to noisy variations.

讲座人介绍:Kok Lay Teo(张国礼)教授,现任澳大利亚Curtin University(科廷大学)John Curtin杰出贡献教授。1998年至2005年任香港理工大学应用数学系的首席教授和系主任。2005年至2010年任科廷大学数学与统计学系主任,首席教授。张教授主要从事最优控制、鲁棒控制理论与应用和通讯信号处理等方面的工作,在运筹学以及优化算法方面有着很深的学术造诣,出版英文专著5本,发表高水平和高影响的学术论文五百余篇,应邀作过许多重要的学术报告,得到了国际学术界的高度认可,并作为大会主席组织了多个专题国际学术大会。张教授现任三个国际杂志Journal ofIndustrial and Management Optimization、Dynamics ofContinuous, Discrete and Impulsive Systems, Series B和NumericalAlgebra, Control and Optimization的主编,并是Automatica, JournalGlobal Optimization等十余个杂志的编委。



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