Semi-blind robust identification/model (In)validation with applications to macro-economic modelling

W. Ma, M. Yilmaz, M. Sznaier, Constantino Manuel Lagoa

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    2 Citations (Scopus)

    Abstract

    This paper addresses the problems of worst-case identification and model invalidation of systems subject to unknown initial conditions. While in principle these problems lead to non-convex Bilinear Matrix Inequalities (BMIs), we show that tractable convex relaxations are readily available. The potential of these techniques is illustrated by identifying and validating a subsystem of the macro-economy relating inflation and interest-rates.

    Original languageEnglish (US)
    Title of host publicationProceedings of the 16th IFAC World Congress, IFAC 2005
    PublisherIFAC Secretariat
    Pages886-891
    Number of pages6
    Edition1
    ISBN (Print)008045108X, 9780080451084
    StatePublished - Jan 1 2005

    Publication series

    NameIFAC Proceedings Volumes (IFAC-PapersOnline)
    Number1
    Volume38
    ISSN (Print)1474-6670

    Fingerprint

    Macros
    Identification (control systems)
    Economics
    Computer simulation

    All Science Journal Classification (ASJC) codes

    • Control and Systems Engineering

    Cite this

    Ma, W., Yilmaz, M., Sznaier, M., & Lagoa, C. M. (2005). Semi-blind robust identification/model (In)validation with applications to macro-economic modelling. In Proceedings of the 16th IFAC World Congress, IFAC 2005 (1 ed., pp. 886-891). (IFAC Proceedings Volumes (IFAC-PapersOnline); Vol. 38, No. 1). IFAC Secretariat.
    Ma, W. ; Yilmaz, M. ; Sznaier, M. ; Lagoa, Constantino Manuel. / Semi-blind robust identification/model (In)validation with applications to macro-economic modelling. Proceedings of the 16th IFAC World Congress, IFAC 2005. 1. ed. IFAC Secretariat, 2005. pp. 886-891 (IFAC Proceedings Volumes (IFAC-PapersOnline); 1).
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    Ma, W, Yilmaz, M, Sznaier, M & Lagoa, CM 2005, Semi-blind robust identification/model (In)validation with applications to macro-economic modelling. in Proceedings of the 16th IFAC World Congress, IFAC 2005. 1 edn, IFAC Proceedings Volumes (IFAC-PapersOnline), no. 1, vol. 38, IFAC Secretariat, pp. 886-891.

    Semi-blind robust identification/model (In)validation with applications to macro-economic modelling. / Ma, W.; Yilmaz, M.; Sznaier, M.; Lagoa, Constantino Manuel.

    Proceedings of the 16th IFAC World Congress, IFAC 2005. 1. ed. IFAC Secretariat, 2005. p. 886-891 (IFAC Proceedings Volumes (IFAC-PapersOnline); Vol. 38, No. 1).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

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    Ma W, Yilmaz M, Sznaier M, Lagoa CM. Semi-blind robust identification/model (In)validation with applications to macro-economic modelling. In Proceedings of the 16th IFAC World Congress, IFAC 2005. 1 ed. IFAC Secretariat. 2005. p. 886-891. (IFAC Proceedings Volumes (IFAC-PapersOnline); 1).