报告人：刘重阳

山东工商学院 数学与信息科学学院

报告题目：Robust parameter estimation for constrained time-delay systems with noisy measurements

报告时间：2018.7.30上午10:00

报告地点：海韵数理大楼661

报告人简介：

刘重阳，山东工商学院数学与信息科学学院教授。曾经对澳大利亚Curtin University、香港理工大学等进行多次学术访问。近年来，一直从事切换系统最优控制、非线性优化和工程优化与控制等方面的研究。在《Computational Optimization and Applications》、《Journal of Optimization Theory and Applications》、《System Control Letters》等学术期刊上发表学术论文40余篇，其中SCI检索30余篇。在国际著名出版社Springer出版英文专著1部。主持国家自然科学基金项目3项，山东省自然科学基金项目2 项。研究成果获山东省高校优秀研究成果奖一等奖、三等奖各1 项、烟台市自然科学二等奖1项。

内容摘要： 

In this talk, we consider estimation problems involving constrained nonlinear systems with the unknown time-delays and unknown system parameters. These unknown quantities are to be estimated such that a least-squares error function between the system output and a set of noisy measurements is minimized subject to the characteristic time constraints. We first present the classical estimation formulation, where the expectation of the error function is regarded as the cost function. Then, in order to obtain robust estimates against the noisy in measurements, we propose a robust estimation formulation, in which the cost function is the variance of the error function and an additional constraint indicates an allowable sacrifice from the optimal expectation value of the classical estimation problem. For these two estimation problems, we derive the gradients of the corresponding cost and constraint functions with respect to time-delays and system parameters by solving some auxiliary time-delay systems backward in time. On this basis, we develop gradient-based optimization algorithms to determine the optimal time-delays and system parameters. Finally, we consider example problem to illustrate the effectiveness and applicability of our proposed algorithms.

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