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报告摘要：
In this seminar we consider the problem of constructing confidence sets for the parameters of models of dynamical systems. We present the main ideas behind an approach called `Sign-perturbed Sums'(SPS). SPS constructs confidence regions from a finite number of data points, and the confidence regions have the property that they contain the true system parameters with guaranteed exact probability. The assumptions on the noise affecting the system is weak, essentially only requiring the noise to be independent and symmetrically distributed. The method is illustrated on simulation examples.
报告人简介：Erik Weyer is a professor in the Department of Electrical and Electronic Engineering at the University of Melbourne. He received the Siv. Ing. degree in 1988 and the Ph.D. in 1993, both from the Norwegian Institute of Technology, Trondheim, Norway. From 1994 to 1996 he was a Research Fellow at the University of Queensland, and since 1997 he has been with the University of Melbourne. He has held visiting positions at the University of Brescia, Italy, the Technical University of Vienna, Austria, and Politecnico di Milano, Italy. From 2010 to 2012 he was an associate editor of IEEE Transactions on Automatic Control, and he is currently an associate editor of Automatica. His research interests are in the areas of system identification and control, with particular emphasis on finite sample properties of system identification methods, and modelling and control of irrigation channels and rivers. He was a co-recipient of the IEEE CSS Control System Technology Award in 2014.
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