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CATEGORIES:CUED Control Group Seminars
SUMMARY:Stochastic Sylvester equations for output regulati
on of linear stochastic systems - Giordano Scarcio
tti\, Imperial College London
DTSTART;TZID=Europe/London:20190606T140000
DTEND;TZID=Europe/London:20190606T150000
UID:TALK121594AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/121594
DESCRIPTION:*Abstract:* The characterization of the steady-sta
te response of dynamical systems is at the basis o
f the solution of several problems in the control
and systems field. In this talk\, a characterizati
on of the steady-state response of a general class
of linear stochastic systems is considered. The s
teady-state response is characterized in terms of
a stochastic differential matrix equation\, which
is a generalization of the Sylvester equation. Thi
s result is then applied to classical and recent p
roblems in control systems\, namely the output reg
ulation problem and the model reduction problem. U
nfortunately\, but not surprisingly\, the solution
of the output regulation problem is not causal. B
y defining a new approximate problem and introduci
ng hybrid control structures\, the variations of t
he Brownian motion are estimated a posteriori. The
se estimates are then used to construct a causal a
pproximation of the ideal solution.\n\n*Biography:
* Dr. Giordano Scarciotti is a Lecturer at Imperia
l College London. He received his B.Sc. and M.Sc.
degree in Automation Engineering from the Universi
ty of Rome Tor Vergata\, Italy\, in 2010 and 2012\
, respectively. In 2012 he joined the Control and
Power Group\, Imperial College London\, where he o
btained a Ph.D. degree in 2016 with a thesis on ap
proximation\, analysis and control of large-scale
systems. His current research interests are focuse
d on analysis and control of uncertain systems (mo
deled by stochastic equations)\, the problem of mo
del reduction and problems of optimal control. He
was a visiting scholar at New York University in 2
015 and at University of California Santa Barbara
in 2016. He is the recipient of a Junior Research
Fellowship\, now known as Imperial College Researc
h Fellowship\, of the IET Control & Automation PhD
Award (2016)\, the Eryl Cadwaladr Davies Prize (2
017) and an ItalyMadeMe award (2017).
LOCATION:Cambridge University Engineering Department\, Lect
ure Theatre 6
CONTACT:Alberto Padoan
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