报告题目：On two non-asymptotic estimation methods

报告人：Professor Dayan Liu (French National Institute of Applied Sciences)

摘要：For cost and technological reasons, there always exist some variables and parameters which cannot be measured. Moreover, the measurements usually contain noises. Sometime, fast estimations with convergence in finite-time are required in on-line applications. For these reasons, the modulating functions method introduced by Shinbrot in 1954 and the algebraic parametric estimation method introduced by Fliess and Sira-Ramirez in 2003 both originally for system identification have been applied and extended in signal processing and automatic control, such as parameter estimation and numerical differentiation, etc. The two methods have the following advantages. Firstly, the obtained estimators are exactly given by integral formulae of the observation signal. Thus, they are algebraic and non-asymptotic. Fast estimation can be provided using sliding integration window with finite length. The knowledge of initial conditions is not needed and the derivatives of noisy signals don't need to be calculated. Moreover, thanks to the integrals in the formulae, they are robust with respect to corrupting noises without the need of knowing in priori their statistical properties. Recently, these methods have been extended to fractional order systems. In this talk, the ideas of these two methods will be explained by giving simples examples. Moreover, the applications to parameter estimation and numerical differentiation will be presented.

报告时间：2019年7月18号（星期四），下午 15:30-16:30

报告地点：瘦西湖校区38号楼108室

主办单位：扬州大学数学科学学院

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