Workshop Abstract: Ian R. Petersen, a Fellow of the IEEE and the IFAC, a key figure in the development of robust and quantum control theory, and an ARC Laureate Fellow at UNSW Canberra, will turn 60 this year. We propose to celebrate this occasion with a half-day workshop. This workshop brings together 6 of his collaborators, former postdocs and students who will present a broad range of contemporary topics in different areas of systems and control theory. These talks involve: On a state-space model for matching buyers and sellers in the stock market; Linear quantum systems theory: An overview; Fast estimation of amplitude and phase in high-speed dynamic mode atomic force microscopy; On distributed robust estimation via optimization of H∞ disagreement and minimum energy; Negative imaginary systems theory: An overview; Robust control theory framework for safe autonomous robot navigation.
Target audience: All are welcomed to join this celebration of Professor Petersen's 60th birthday.
Speaker: Prof B. Ross Barmish (ECE Department, University of Wisconsin, USA)
Title: On a state-space model for matching buyers and sellers in the stock market
Abstract: The takeoff point for this talk is that many stock exchanges use a fully-electronic system to match buyers and sellers. This is accomplished via a set of rules which comprise the algorithm associated with the so-called “order book”. As the positions in the book are dynamically updated over time, the stock price evolves in response to constraints imposed by the laws of supply and demand. In the first part of this talk, I will review order book mechanics and describe our research to date on state-space modelling. In the second part of the talk, I will describe some of the simulations we have conducted using NASDAQ “ITCH Data” and our current research directions.
Bio: B. Ross Barmish received the Bachelor’s degree in Electrical Engineering from McGill University in 1971. In 1972 and 1975, respectively, he received the M.S. and Ph.D. degrees, both in Electrical Engineering, from Cornell University. From 1975 to 1978, he served as Assistant Professor of Engineering and Applied Science at Yale University. From 1978 to 1984, he was as an Associate Professor of Electrical Engineering at the University of Rochester and in 1984, he joined the University of Wisconsin, Madison, where he is currently Professor of Electrical and Computer Engineering. From 2001 to 2003, he was with the Department of Electrical Engineering and Computer Science at Case Western Reserve University, where he served as Department Chair while holding the endowed Nord Professorship.
Over the years, he has been involved in a number of IEEE Control Systems Society activities such as associate editorships, conference chairmanships, the Board of Governors and prize paper committees. He has also served as a consultant for a number of companies and is the author of the textbook New Tools for Robustness of Linear Systems, Macmillan, 1994.
Professor Barmish is a Fellow of both the IEEE and IFAC for his contributions to the theory of robustness of dynamical systems. He received the Best Paper Award for Journal Publication in Automatica, covering a three-year period, on two consecutive occasions from the International Federation of Automatic Control. He has also given a number of plenary lectures at major conferences. While his earlier work concentrated on robustness of dynamical systems, his current research concentrates on building a bridge between feedback control theory and trading in complex financial markets.
Speaker: Prof Alexander Lanzon (University of Manchester, UK)
Title: Negative Imaginary Systems Theory: An overview
Abstract: Negative imaginary systems are marginally stable systems with a Nyquist plot below the real axis for all positive frequencies. Negative imaginary systems theory is concerned with robust control systems analysis and synthesis for feedback interconnections that include such systems. Common examples of such systems include all inertial systems that are actuated via forces or torques and that need regulation of co-located positional or angular displacements. This talk will overview a range of results in the theory of negative imaginary systems, gradually building up the theory from its foundations and its underpinning notions and culminating in robust stability analysis and synthesis results. Topics covered include defining classes of Negative Imaginary (NI) systems, algebraic properties of interconnections of NI systems, the NI lemma and state-space characterisations, spectral properties of NI systems and associated algebraic Riccati equations, stability analysis of feedback interconnection of NI systems, extensions for NI systems with free rigid body dynamics, mixtures of NI results with small gain results, and static state feedback NI control synthesis. Examples will be provided along the way to help motivate the development of negative imaginary systems theory, concluding with an example on the control of multi-agent network systems.
Bio: Alexander Lanzon received his Ph.D. degree in Control Theory and his M.Phil. degree in Control Engineering from the University of Cambridge in 2000 and 1997, respectively, and received his B.Eng.(Hons). degree in Electrical and Electronic Engineering from the University of Malta in 1995. Alexander held academic positions at Georgia Institute of Technology and the Australian National University, and industrial posts at ST-Microelectronics (Malta) Ltd., Yaskawa Denki (Tokyo) Ltd. and National ICT Australia Ltd., before joining the University of Manchester in 2006 where he now holds the Chair in Control Engineering. Alexander is a Fellow of the Institute of Mathematics and its Applications, the Institute of Measurement and Control and the Institution of Engineering and Technology. He is also an Associate Editor of the IEEE Transactions on Automatic Control and has served as a Subject Editor of the International Journal of Robust and Nonlinear Control. His main research interests are in robust control theory and fundamental feedback control theory.
Speaker: Prof Andrey V. Savkin (University of New South Wales, Sydney, Australia)
Title: Robust control theory framework for safe autonomous robot navigation
Abstract: In this talk, we discuss how ideas from the robust control theory developed in 1970s--1990s, when suitably modified, provide an effective framework for analysis of algorithms for autonomous collision free navigation of mobile robots in complex dynamic unknown environments with moving and steady obstacles. The obtained mathematically rigorous results are illustrated by experiments with real mobile robots.
Bio: Andrey V. Savkin received the M.S. and the Ph.D. degree from The Leningrad University, Leningrad, Russia, in 1987 and 1991, respectively. Since 2000, he has been a Professor in the School of Electrical Engineering and Telecommunications, The University of New South Wales, Sydney, NSW, Australia. His current research interests include robust control and filtering, robotics, networked control systems, control of power systems and the application of control and signal processing to biomedical engineering and medicine. He has authored/co-authored seven research monographs and numerous journal and conference papers.
Dr. Savkin has been an associate editor for several international journals and conferences.
Speaker: Prof Matthew R. James (Research School of Engineering, Australian National University)
Title: Linear quantum systems theory: An overview
Abstract: By the phrase linear quantum system we mean a quantum system for which there exists (i) conjugate observables that evolve in time in the Heisenberg picture according to linear differential equations, and (ii) linear input-output relations. The form of the dynamical and input-output equations is analogous to conventional (classical) linear state space systems, except that now the ‘state vector’ is a vector of non-commutative operators, and the input and output signals are vector signals of non-commutative quantum fields. This talk will summarise the theory of linear quantum systems that has been developed to date, as well as explain some applications of this theory to quantum optics and quantum information processing.
Bio: Matthew R. James received the B.Sc. degree in mathematics and the B.E. (Hon. I) in electrical engineering from the University of New South Wales, Sydney, Australia, in 1981 and 1983, respectively. He received the Ph.D. degree in applied mathematics from the University of Maryland, College Park, USA, in 1988. In 1988/1989 he was Visiting Assistant Professor with the Division of Applied Mathematics, Brown University, Providence, USA, and from 1989 to 1991 he was Assistant Professor with the Department of Mathematics, University of Kentucky, Lexington, USA. In 1991 he joined the Australian National University, Australia, where he served as Head of the Department of Engineering during 2001 and 2002. He has held visiting positions with the University of California, San Diego, Imperial College, London, and University of Cambridge. His current research interests focus on quantum cybernetics. He is a Fellow of the IEEE, and held an Australian Research Council Professorial Fellowship during 2004-2008.
Speaker: Prof S. O. Reza Moheimani (Department of Mechanical Engineering, University of Texas at Dallas, USA)
Title: Fast estimation of amplitude and phase in high-speed dynamic mode atomic force microscopy
Abstract: A fundamental component in the z-axis feedback loop of an atomic force microscope (AFM) operated in dynamic mode is the lock-in amplifier to obtain amplitude and phase of the high-frequency cantilever deflection signal. While this narrowband demodulation technique is capable of filtering noise far away from the carrier and modulation frequency, its performance is ultimately bounded by the bandwidth of its low-pass filter which is employed to suppress the frequency component at twice the carrier frequency. Moreover, multiple eigenmodes and higher harmonics are used for imaging in modern multifrequency AFMs, which necessitates multiple lock-in amplifiers to recover the respective amplitude and phase information. We propose to estimate amplitude and phase of multiple frequency components with a linear time-varying Kalman filter which allows for an efficient implementation on a Field Programmable Gate Array (FPGA).
Bio: Reza Moheimani currently holds the James von Ehr Distinguished Chair in Science and Technology in the the Department of Mechanical Engineering at the University of Texas at Dallas. His current research interests include ultrahigh-precision mechatronic systems, with particular emphasis on dynamics and control at the nanometer scale, including applications of control and estimation in nanopositioning systems for high-speed scanning probe microscopy and nanomanufacturing, modeling and control of microcantilever-based devices, control of microactuators in microelectromechanical systems, and design, modeling and control of micromachined nanopositioners for on-chip scanning probe microscopy.
Dr. Moheimani is a Fellow of IEEE, IFAC and the Institute of Physics, U.K. His research has been recognized with a number of awards, including IFAC Nathaniel B. Nichols Medal (2014), IFAC Mechatronic Systems Award (2013), IEEE Control Systems Technology Award (2009), IEEE Transactions on Control Systems Technology Outstanding Paper Award (2007) and several best student paper awards in various conferences. He has served on the editorial boards of several journals, and has chaired a number of international conferences and workshops. He currently chairs the IFAC Technical Committee on Mechatronic Systems, and is the Editor-in-Chief of Mechatronics.
Speaker: Valery Ugrinovskii (School of Engineering and Information Technology, UNSW Canberra, Australia)
Title: On distributed robust estimation via optimization of H_infty disagreement and minimum energy
Abstract: The talk will discuss recent results in the theory of distributed estimation arising in complex interconnected sensor networks. It will focus on problems of guaranteed performance and robustness of estimator networks in the face of degrading effects of modeling uncertainty and communication disturbances. We will discuss approaches to address these problems from the viewpoint of multiagent cooperation, through optimization of a so-called transient H_infty disagreement metric using tools of vector dissipativity analysis and minimum energy filtering.
Bio: Valery Ugrinovskii received the undergraduate degree in Applied Mathematics and the Ph.D. degree in Physics and Mathematics from the State University of Nizhny Novgorod, Russia, in 1982 and 1990, respectively. From 1982 to 1995, he held research positions with the Radiophysical Research Institute, Nizhny Novgorod, Russia. From 1995 to 1996, he was a Postdoctoral Fellow at the University of Haifa, Israel. He joined UNSW Canberra in 1996 where he is currently a Professor in the School of Engineering and Information Technology.