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Model Structure Selection and Recent Developments in System Identification

Welcome to a docent lecture in Automatic Control hold by docent candidate Cristian Rojas, assistant professor !

Time: Thu 2013-10-10 10.00 - 11.00

Location: Lecture room E2, Lindstedtsvägen 3, ground floor

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Abstract: During the last decades, research in statistics, system identification and related fields has been attempting to extend the standard statistical framework in several directions, leading to new phenomena and trade-offs in inference. In this lecture we revise two extensions of the classical paradigm, namely biased estimation and model structure selection, focusing on the new insights and trade-offs they present. Finally, we relate these extensions to recent developments on sparse estimation, seen as a form of combined model structure selection and estimation.

Purpose: The candidate's teaching skills will be assessed by an evaluation committee. The committee consists of:

- Prof. Lars Rasmussen, chairman

- Prof. Mikael Johansson, teacher representative

- Håkan Terelius, student representative