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Items for inclusion in the Weekly Calendar should be submitted via e-mail to Hilda Britt. Deadline for inclusion in the Weekly Calendar is 5 p.m. Thursdays. Speakers are encouraged to provide abstracts.
1. System Identification is an art and practice of modeling the
input-output data.
2. Some important issues to be considered in application.
3. What are the main problems to be considered in theory?
4. Some main theoretical results.
5. A recent theoretical progress.
Some technical details on 5: It has been well known for many years that the
frequency function estimation error is inversely proportional to the
signal-to-noise ratio at the frequency in question. Unfortunately this
statement is only asymptotically correct as the model order goes to
infinity. Some recent simulations show how misleading such approximation
could be in the case of low order models. We will present a new expression
on the frequency function estimation error, which holds exactly for any
model order (unfortunately for a restricted class of models). The technical
tricks are some orthonormal basis constructed based on the poles of the
input-output dynamics.