Ross McVinish

School of Mathematics and Physics, University of Queensland

In this seminar, I present a Bayesian nonparametric approach to the estimation of a stable, minimum phase transfer function. A minimum phase transfer function has no zeros outside the stability region, which implies that its phase component can be uniquely determined from its magnitude component, a property known as the Bode phase-magnitude relationship. The proposed approach specifies the prior for the magnitude of the transfer function and uses the Bode phase-magnitude relationship to determine the transfer function. The rate at which the posterior distribution concentrates around the true transfer function is derived. Posterior computation using Markov chain Monte Carlo simulation is briefly discussed and the approach illustrated on simulated data.

For information about the speaker, see http://www.maths.uq.edu.au/MASCOS/people.html