Seminar Details
2009-11-10 (14.00) : Identifiability, informativity, information matrix and the Prediction Error criterion: a new look at the connections
At Euler building
Organized by Mathematical Engineering
Speaker :
Gevers, Michel
Abstract :
This seminar will present the results of 3 years of work
with Alex Bazanella (Universidade Federal do Rio Grande do Sul),
Xavier Bombois (Delft University) and Ljubisa Miskovic (EPFL,
Lausanne) on the connections between four different ingredients in
Prediction Error Identification: the information content of the data,
the identifiability of the model structure, the information matrix,
and the minimum (or minima) of the Prediction Error Criterion. We show
that by introducing a new concept of local informativity of the data,
one can establish a number of nice equivalences between these four
ingredients.