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CATEGORIES:CUED Control Group Seminars
SUMMARY:On the geometry of maximum entropy problems - Prof
essor Michele Pavon\, University of Padova
DTSTART;TZID=Europe/London:20141001T140000
DTEND;TZID=Europe/London:20141001T150000
UID:TALK54726AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/54726
DESCRIPTION:We show that a simple geometric result suffices to
derive the form of the optimal solution in a larg
e class of finite and infinite-dimensional maximu
m entropy problems concerning probability distribu
tions\, spectral densities and covariance matrices
. These include Burg's spectral estimation method
and Dempster's covariance completion\, as well as
various recent generalizations of the above.\n\nS
hort Biography: Michele Pavon was born in Venice\,
Italy\, on October 12\, 1950. He received the Lau
rea degree from the University of Padova\, Padova\
, Italy\, in 1974\, and the Ph.D. degree from the
University of Kentucky\, Lexington\, Kentucky\, U.
S.A. in 1979\, both in mathematics. He was then on
the research staff of LADSEB-CNR\, Padua\, Padua\
,Italy\, for six years. Since July 1986\, he has b
een a Professor at the College of Engineering\, th
e University of Padova. He has worked for a number
of years on such topics as: Stochastic realizatio
n\, linear recursive estimation\, optimal stochast
ic control and Nelson's stochastic mechanics. His
present research interests include spectral estima
tion\,maximum entropy problems and quantum control
.
LOCATION:Cambridge University Engineering Department\, LR3
CONTACT:Tim Hughes
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