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SUMMARY:Vortrag von Prof. Ivan Markovsky
DESCRIPTION:Prof. Ivan Markovsky\nInternational Centre for Numerical Methods in Engineering\nBarcelona, Spain\n&nbsp;&nbsp;\nTuesday 2023-06-06 4:00 p.m.\nIST Seminar Room 2.255 - Pfaffenwaldring 9 - Campus Stuttgart-Vaihingen&nbsp; \nAbstract\nThe talk gives a self-contained derivation of data-driven methods developed in the behavioral\nsetting and demonstrates their relevance for applications. The methods reviewed combine ideas from\nsubspace identification and machine learning. A key idea from subspace identification is that under\na persistency of excitation condition, the image of a Hankel matrix constructed from the data is\nequal to the behavior of the system. This result allows construction of trajectories directly from\ndata, which in turn allows solving data-driven simulation, smoothing, and control problems. The\nconstruction requires solution of a system of linear equations only. It assumes, however, that the\ndata is obtained from a linear time-invariant system. For noisy data and nonlinear systems,\nsparsity promoting regularization is an effective heuristic. As a show case of the data-driven\nrepresentation, a direct data-driven method for frequency response estimation is shown.&nbsp; \nBiographical Information\nIvan Markovsky is an ICREA professor at the International Centre for Numerical Methods in\nEngineering, Barcelona. He received his Ph.D. degree in Electrical Engineering from the Katholieke\nUniversiteit Leuven in February 2005. From 2006 to 2012 he was an Assistant Professor at the School\nof Electronics and Computer Science of the University of Southampton and from 2012 to 2022 an\nAssociate Professor at the Vrije Universiteit Brussel. He is a recipient of an ERC starting grant\n"Structured low-rank approximation: Theory, algorithms, and applications" 2010--2015, Householder\nPrize honorable mention 2008, and research mandate by the Vrije Universiteit Brussel research\ncouncil 2012--2022. His main research interests are computational methods for system theory,\nidentification, and data-driven control in the behavioral setting.\n&nbsp;&nbsp;&nbsp;
DTSTART;TZID=Europe/Berlin;VALUE=DATE:20230606
URL;VALUE=URI:https://www.ist.uni-stuttgart.de/de/veranstaltungen/Vortrag-von-Prof.-Ivan-Markovsky/
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