报告题目：Switching Time and System Parameter Optimization in Nonlinear SwitchedTime-Delay Systems
报告人：Kok Lay Teo
时间：2018年10月16日下午2:30
地点：汇贤楼122教室
主办单位：江南娱乐体育官网入口
报告摘要：
This talk will discuss the problem of estimating unknown time-delays (both state- and input-delays) and unknown system parameters in
a general nonlinear time-delay system. We propose a unified computational approach that involves solving a dynamic optimization problem,
whose cost function measures the discrepancy between predicted and observed system output, to determine optimal values for the unknown
quantities. We discuss two computational procedures for computing the partial derivatives of the cost function in this problem: one involves
solving a set of auxiliary time-delay systems forward in time; the other involves solving an auxiliary “costate” system backwards in time.
By combining either of these computational procedures with a standard gradient-based optimization algorithm, the optimal values for the
unknown delays and system parameters can be obtained. Furthermore, this approach will be applied to the situation when the observed
data is noisy. Finally, some real practical examples will e solved using the methods proposed.
个人简介：
KokLay Teo received his Ph.D. degrees in electrical engineering from theUniversity of Ottawa, Canada. He was with the Department of AppliedMathematics, University of New South Wales, Australia, the Department ofIndustrial and Systems Engineering, National University of Singapore,Singapore, the Department of Mathematics, the University of Western Australia,Australia. In 1996, he joined the Department of Mathematics and Statistics,Curtin University of Technology, Australia, as Professor. He then took up theposition of Chair Professor of Applied Mathematics and Head of Department ofApplied Mathematics at the Hong Kong Polytechnic University, China, from 1999to 2004. He returned to Curtin University as Professor and Head of theDepartment of Mathematics and Statistics from 2015 to 2010. He has been JohnCurtin Distinguished Professor at Curtin University since 2011. He was a memberof the ARC's Mathematical, Information, and Computing Sciences ResearchEvaluation Committee for ERA 2010 and ERA2015. He has published 5 books andover 500 journal papers. He has a software package, MISER3.3, for solvinggeneral constrained optimal control problems. His editorial positions includeserving as Editor-in-Chief of the Journal of Industrial and Management Optimization;Numerical Algebra, Control and Optimization; and Cogent Mathematics, and as amember of editorial board of a number of journals such as Automatica, Journalof Global Optimization, Journal of Optimization Theory and Applications,Optimization and Engineering, Discrete and Continuous Dynamic Systems,Optimization Letters, and Applied Mathematical Modelling. His researchinterests include both the theoretical and practical aspects of optimal controland optimization, and their practical applications such as in signal processingin telecommunications, and financial portfolio optimization.
