Giovanna Cerami, Università di Bari Problemi ellittici semilineari in aperti non limitati Monday, February 28 2005, at 17:00 Dipartimento di Matematica - Università degli Studi - Via Saldini 50 - Milano - Sala di Rappresentanza | |
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Petr Hajek, Czech Academy of Science (Praga, Repubblica Ceca) Biorthogonal systems in nonseparable Banach spaces Monday, January 31 2005, at 17:00 Dipartimento di Matematica - Università degli Studi - Via Saldini 50 - Milano - Sala di Rappresentanza | |
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Vieri Benci, Università di Pisa Dinamica caotica e teoria dell'informazione Monday, November 29 2004, at 17:00 Dipartimento di Matematica - Università degli Studi di Milano - Via Saldini 50 - Milano - Sala di Rappresentanza |
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Gisbert Wuestholz, Eidgenössische Technische Hochschule (Zurigo, Svizzera) Modern transcendental methods in Diophantine Geometry Sunday, November 21 2004, at 17:00 Dipartimento di Matematica - Università degli Studi di Milano - Via Saldini 50 - Milano - Sala di Rappresentanza | |
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Dennis Weaire, Trinity College (Dublino, Irlanda) The many facets of foam Friday, October 01 2004, at 15:00 Dipartimento di Matematica - Politecnico di Milano - Via Bonardi 9 - Milano - Aula Consiglio (VII piano) |
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José C. Geromel, UNICAMP (Campinas, Brasile) H2 optimal robust filtering Wednesday, July 07 2004, at 17:00 Dipartimento di Matematica - Università degli Studi di Milano - Via Saldini 50 - Milano - Sala di Rappresentanza |
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Abstract
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In this seminar, a new design procedure for H2 optimal robust filtering is presented. The robust filter is determined from the equilibrium solution of a minimax programming problem where the H2 norm of the estimation error is maximized with respect to the feasible uncertainties and minimized with respect to all full order, linear, rational and causal filters. It is shown that for the class of parameter uncertainty considered, the equilibrium solution of the aforementioned minimax problem can be exactly determined. In contrast to the design methods available in the literature to date, the proposed one does not include any degree of conservatism. The classical static linear approximation problem as well as the filter design problem corresponding to continuous and discrete time linear systems are considered. An illustrative example is presented. The seminar ends with a discussion on a problem still unsolved. |
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