| Biography | |
|---|---|
 Prof. Anders Lindquist Zhiyuan Chair Professor, Shanghai Jiao Tong University and Emeritus Professor at Royal Institute of Technology (KTH), Sweden |
|
| Title: Partial Realization Theory and System Identification Revisited | |
| Abstract:
In the beginning of the 1970s, R.E. Kalman posed a question related to the connection between subspace identification for time series and partial realization theory. In this partially tutorial talk we review these connections and show that the answer to Kalman's question is negative. The appropriate realization problem for system identification is the rational covariance extension problem. However, most basic subspace algorithms actually solve a deterministic partial realization problem where the basic condition of positive realness has been removed. This may lead to failure for theoretical rather than numerical reasons. In fact, a sequence of estimated covariance lags has both an algebraic and a positive degree, and failure will occur when the degrees do not coincide. Kalman asked whether there is a matrix criterion for the positive degree similar to the Hankel condition for the algebraic degree. Today we understand that this is not possible. The closest matrix condition is related to the rank of a nonstandard matrix Riccati equation, where the rank has to be minimized over a manifold.
| |
| Biography:
Anders Lindquist is a foreign Academician of the Chinese Academy of Sciences and a Zhiyuan Chair Professor at Shanghai Jiao Tong University. He is also an Emeritus Professor at the Royal Institute of Technology (KTH), Stockholm, Sweden. After receiving a PhD from KTH, he had a full academic career from Assistant to Full Professor in the United States. After this he was appointed to the Chair of Optimization and Systems Theory at KTH, where he also served as the Director of the Center for Industrial and Applied Mathematics. For ten years he was the Head of the Mathematics Department there. Lindquist is also a Member of the Royal Swedish Academy of Engineering Sciences, a Member of Academia Europaea (Academy of Europe), a foreign Member of the Russian Academy of Natural Sciences, an Honorary Member the Hungarian Operations Research Society, a Life Fellow of IEEE, a Fellow of SIAM, and a Fellow of IFAC. He is an honorary doctor at the Technion, Israel, and the recipient of the 2009 Reid Prize in Mathematics from SIAM and of the 2003 Axelby Outstanding Paper Award from the IEEE Control System Society. Moreover, he received the IEEE Control Systems Award, the IEEE technical field award in Systems and Control, for the year 2020, the first person from a Chinese university to receive this award. He was awarded the Shanghai Magnolia Award from the Shanghai government in 2016 and the Friendship Award (the highest award for foreign experts) from the Chinese government in 2019.
| |
