A Lecture by Prof. Wang Leyi on “Complexity and Resource Allocations in Decision-Based Identification”
DateandTime: 2015-10-23 15:27:11
Speaker: Wang Leyi, IEEE Fellow, Professor at Department of Electrical and Computer Engineering, Wayne State University, USA Date: October 23, 2015 Time: 2:00 p.m.-3:00 p.m. Location: Room B1238, Zhixin Building, Central Campus Sponsor: the School of Mathematics
Abstract: This talk presents a new paradigm in the line of complexity-based system identification. System identification extracts information from a system’s operational data to derive a representative model for the system. Studies of system identification have been concentrated on estimation algorithms and their convergence. Focusing on optimal resource allocation under a given reliability requirement, this work studies identification complexity and its relations to decision making. Adaptive resource allocation algorithms are introduced. The algorithms are shown to converge strongly to the optimal resource allocation by employing the ODE approach in stochastic approximation methodologies. Convergence rates, asymptotic normality, and asymptotic efficiency of the algorithms are established.
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