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SUMMARY:Stochastic Sylvester equations for output regulation of linear sto
 chastic systems - Giordano Scarciotti\, Imperial College London
DTSTART:20190606T130000Z
DTEND:20190606T140000Z
UID:TALK121594@talks.cam.ac.uk
CONTACT:Alberto Padoan
DESCRIPTION:*Abstract:* The characterization of the steady-state response 
 of dynamical systems is at the basis of the solution of several problems i
 n the control and systems field. In this talk\, a characterization of the 
 steady-state response of a general class of linear stochastic systems is c
 onsidered. The steady-state response is characterized in terms of a stocha
 stic differential matrix equation\, which is a generalization of the Sylve
 ster equation. This result is then applied to classical and recent problem
 s in control systems\, namely the output regulation problem and the model 
 reduction problem. Unfortunately\, but not surprisingly\, the solution of 
 the output regulation problem is not causal. By defining a new approximate
  problem and introducing hybrid control structures\, the variations of the
  Brownian motion are estimated a posteriori. These estimates are then used
  to construct a causal approximation of the ideal solution.\n\n*Biography:
 * Dr. Giordano Scarciotti is a Lecturer at Imperial College London. He rec
 eived his B.Sc. and M.Sc. degree in Automation Engineering from the Univer
 sity of Rome Tor Vergata\, Italy\, in 2010 and 2012\, respectively. In 201
 2 he joined the Control and Power Group\, Imperial College London\, where 
 he obtained a Ph.D. degree in 2016 with a thesis on approximation\, analys
 is and control of large-scale systems. His current research interests are 
 focused on analysis and control of uncertain systems (modeled by stochasti
 c equations)\, the problem of model reduction and problems of optimal cont
 rol. He was a visiting scholar at New York University in 2015 and at Unive
 rsity of California Santa Barbara in 2016. He is the recipient of a Junior
  Research Fellowship\, now known as Imperial College Research Fellowship\,
  of the IET Control & Automation PhD Award (2016)\, the Eryl Cadwaladr Dav
 ies Prize (2017) and an ItalyMadeMe award (2017).
LOCATION:Cambridge University Engineering Department\, Lecture Theatre 6
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