April 01, 2016, Broida 1640

Taking a lead from practical mobile wireless communications, where rapid radio channel variability must be accommodated through power control and equalization, the price paid for active learning or adaptation is examined. This is then tied to an underlying feature of stochastic optimal control known as duality, which has been studied since 1960 and which leads to extraordinarily difficult computational challenges in the optimal case. Nevertheless, such intractability is an inherent part of stochastic optimal control. This will be explained through the introduction of the Information State. From this basis, the approach to a stochastic variant of Model Predictive Control (MPC) will be explored for what it can say about stabilization and performance. MPC is a very commonly used advanced industrial control approach, which relies on full-state measurements and optimal state feedback. This presentation will address some of the challenges of bringing state estimation and stochastics to this picture.

Bob Bitmead occupies the Cymer Corporation Endowed Chair in Mechanical & Aerospace Engineering at the University of California, San Diego. He holds degrees in Applied Mathematics and Electrical Engineering from Sydney University and Newcastle University, both in Australia. He is a control theorist with a long experience in control applications in many industrial sectors: sugar, steel, mining, telecommunications, aerospace, transportation, energy, and photolithography. His theoretical work is strongly informed and guided by these applications. He was the recipient of the 2014 ASME Rufus Oldenburger Medal, a lifetime achievement award in control and of the 2015 IEEE Controls Systems Transition to Practice Award. Bob is Vice-President for Financial Activities of the IEEE Control Systems Society. He was a member of the International Federation of Automatic Control Council from 1996 to 2002 and is currently chair of the IFAC Fellow Selection Committee. Bob brews his own beer and is an accredited and active Australian Rules Football umpire.