Monday August 29 – 18.15-19.15 hrs – Aula Magna
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Anders LindquistShanghai Jiao Tong University (SJTU)
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On moment problems in robust control, spectral estimation,
image processing and system identification
Abstract:
Moment problems are ubiquitous in both mathematics and engineering.
Such problems are typically underdetermined and give rise to families
of particular solutions. Therefore finding a solution that also
satisfies a natural optimality criterion or design specification is an
important general problem.
Many problems in circuit theory, power systems, robust control, signal
processing, spectral estimation, statistical modeling, image processing
and identification lead to a nonclassical version of the moment problem
reflecting the importance of rational functions in engineering
applications.
Although this version of the problem is nonlinear, there exists a
natural, universal family of strictly convex optimization criteria
defined on the convex set of particular solutions. This provides a
powerful paradigm for smoothly parameterizing, comparing and shaping
the solutions based on various additional design criteria and enables
us to establish the smooth dependence of solutions on problem data.
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Anders Lindquist biosketch:
Anders Lindquist received the Ph.D. degree in 1972 from the
Royal Institute of Technology, Stockholm, Sweden. From 1972 to 1974 he
held visiting positions at the University of Florida and Brown
University. In 1974 he became an Associate Professor, and in 1980 a
Professor at the University of Kentucky, where he remained until 1983.
He is now a Professor at the Royal Institute of Technology (KTH), where
in 1982 he was appointed to the Chair of Optimization and Systems
Theory. Between 2000 and 2009 he was also the Head of the Mathematics
Department at KTH.
Presently, Anders Lindquist is the Director of the Strategic Research
Center for Industrial and Applied Mathematics (CIAM) at KTH. He is a
Member of the Royal Swedish Academy of Engineering Sciences, a Foreign
Member of the Russian Academy of Natural Sciences, a Fellow of IEEE, an
Honorary Member the Hungarian Operations Research Society, a Fellow of
SIAM, a Fellow of IFAC, and a Life Fellow of IEEE. He was awarded the
2009 W.T. and Idalia Reid Prize in Mathematics from SIAM and the 2003
George S. Axelby Outstanding Paper Award of the IEEE Control Systems
Society (CSS). He received an Hororary Doctorate (Doctor Scientiarum
Honoris Causa) from Technion (Israel Institute of Technology), Haifa,
in June 2010.
Lindquist has served on many editorial boards of journals and book series.
Presently he is on the editorial boards of SIAM Review and Acta Automatica Sinica