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SUMMARY:Embedded Optimization for Control and Signal Processing
DTSTART:20110218T101500
DTSTAMP:20260502T044243Z
UID:750c6aec848d4809a2ada3705c5da7171a8621d7dcda1fa47ff37830
CATEGORIES:Conferences - Seminars
DESCRIPTION:Pr. Moritz Diehl\, Optimization in Eng. Center and Elect. Eng.
  Dept.\, K.U.Leuven\, Belgium\nMany branches of engineering employ linear 
 mappings between some input and output sequences\, most prominently in con
 trol engineering and in signal processing. Examples are PID or other linea
 r controllers\, the Kalman Filter\, as well as the many filters used in so
 und processing e.g. in loudspeakers or hearing aids. These linear maps are
  usually only useful for one special set of conditions\, when no constrain
 ts are violated\, while they need to be adapted whenever the conditions ch
 ange. A completely different approach is the following: we generate a map 
 between inputs and outputs via embedded optimization\, i.e. the outputs ar
 e generated as the solution of parametric optimization problems that are s
 olved again and again\, each time for different values of the input parame
 ters. This approach directly generates a nonlinear map between inputs and 
 outputs\, and allows to easily incorporating constraints and user defined 
 objectives. It can be shown that this approach is able to generate any con
 tinuous input-output map even if we require the optimization problems to b
 e convex in both inputs and outputs\, which is the most favorable case. Th
 e structure of the embedded optimization problems needs to be exploited to
  the maximum\, as many applications require sampling times in the order of
  milli or even microseconds. We present four structure exploiting algorith
 ms that were used in applications: \n(a) a duality and Fourier based appro
 ach to optimal clipping in hearing aids.\n(b) online active set strategy f
 or an optimal pre-filter for machine tools\n(c) nonlinear real-time iterat
 ions for model predictive control of power generating kite systems
LOCATION:MEC2405
STATUS:CONFIRMED
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