报告人: Brian D. O Anderson（Australian National University, Hangzhou Dianzi University, Data61 CSIRO）

时间: 2019年09月24日（周二）15:30-16:30

地点: 南楼N219

摘要:

    A control systems problem addressed several decades ago was to determine from measurements on different parts of a system whether there was feedback present in the system or not. Such problems as it turned out were of very great interest to economists, who studied this sort of question intensively. The name of Nobel prize-winning economist, Clive Granger, is part of the term Granger Causality, which is a cohesive body of ideas in stochastic processes, relevant to treating the question. More recently, such questions have arisen in theoretical and experimental studies in functional neuroimaging, which can attempt to find directional pathways in the brain.

This talk introduces a number of examples of causality and then reviews the definition of Granger causality and several characterizations of it. Granger causality is related to, but not identical with, physical causality. Then recent joint work with M Deistler and J.-M. Dufour is reviewed, examining the effect of measurement noise, measurement filtering and subsampling of measured signals on conclusions of a Granger causality nature.

报告人简介:

    Brian D. O Anderson was born in Sydney, Australia, and educated at Sydney University in mathematics and electrical engineering, with PhD in electrical engineering from Stanford University in 1966.  Following graduation, he joined the faculty at Stanford University and worked as Vidar Corporation of Mountain View, California, as staff consultant. He then returned to Australia to become department chair in electrical engineering at the University of Newcastle. He moved to the Australian National University in 1982, as the first engineering professor at that university. He is now Emeritus Professor at the Australian National University, and Distinguished Professor in Hangzhou Dianzi University. During his period in academia, he spent significant time working for the Australian Government, with this service including membership of the Prime Minister’s Science Council under the chairmanship of three prime ministers. Over the period 2002 to 2006, he served as the first President and then Chief Scientist of National ICT Australia (NICTA), a national laboratory founded in 2002. He also served on advisory boards or boards of various companies, including the world’s major supplier of cochlear implants, Cochlear Corporation, where he was a director for ten years. His awards include the IFAC Quazza Medal in 1999, IEEE Control Systems Award of 1997, the 2001 IEEE James H Mulligan, Jr Education Medal, and the Bode Prize of the IEEE Control System Society in 1992, as well as IEEE and other best paper prizes, including Automatica. He is a Fellow of the Australian Academy of Science, Australian Academy of Technological Sciences and Engineering, Royal Society (London), and a foreign member of the US National Academy of Engineering. He holds honorary doctorates from a number of universities, including Université Catholique de Louvain, Belgium, and ETH, Zürich. He was IFAC President from 1990 to 1993, having served earlier in various IFAC roles, including Editor of Automatica. He was President of the Australian Academy of Science from 1998 to 2002. His current research interests are in distributed control, sensor networks and econometric modelling.