Vo štvrtok 4.10.2018 o 10:00 sa v miestnosti 693 uskutoční vedecký seminár, ktorý bude viesť Prof. Boris Houska zo ShanghaiTech, Čína, na tému: "Gram-Charlier Expansion Methods and their Applications in Control".

Abstrakt

This talk is about stochastic linear discrete-time processes. We assume that the process noise sequence consists of independent random variables that are identically and uniformly distributed on given compact zonotopes. Because the central limit theorem fails to hold for the associated probability distributions of the state sequence, we propose a computationally tractable method for approximating both the transient and limit distribution of the state sequence by using a generalized Gram-Charlier series with respect to a multivariate Chebyshev basis. The corresponding approach finds applications in the field of robust linear control design for stochastic systems.