EECS Joint Colloquium Distinguished Lecture Series
     
 

Wednesday, April 23, 2003
Hewlett Packard Auditorium, 306 Soda Hall
4:00-5:00 p.m.

Professor B. Ross Barmish

ECE Department
University of Wisconsin

 
 

Monte Carlo Simulation Without Apriori Probability Distributions

 

Abstract:

   

In this seminar, we describe a new approach to Monte Carlo simulation which does not require probability distributions for its use. The fundamental issue is how to run the random number generator when these distributions are not available for the uncertain parameters entering the system. According to the new theory, instead of carrying out simulations using some rather ad hoc choice of probability distribution such as Gaussian, we provide a rather different prescription based on a new paradigm. This new paradigm for modelling uncertainty is motivated by manufacturing and robustness considerations. For its use, the new simulation method only requires error tolerances on the uncertain parameters. That is, bounds are assumed but statistics are not. In this talk, the speaker provides a tutorial overview of results obtained over the last few years and indicates new directions for continuation of this line of research. 

    Biography:
   

B. Ross Barmish was born in Montreal, Quebec in 1949. He received the Bachelor's degree in Electrical Engineering from McGill University, Montreal, Quebec in 1971. In 1972 and 1975 respectively, he received the M.S. and Ph.D. degrees, both in Electrical Engineering, from Cornell University, Ithaca, NY. From 1975 to 1978 he served as Assistant Professor of Engineering and Applied Science at Yale University, New Haven, CT. From 1978 to 1984, he was as an Associate Professor of Electrical Engineering at the University of Rochester, Rochester, NY. In August 1984, he joined the University of Wisconsin, Madison, WI as Professor of Electrical and Computer Engineering. Over 2001 and 2002, he served as Nord Professor and Department Chair in the Department of Electrical Engineering and Computer Science at Case Western Reserve University, Cleveland OH. In January 2003, he returned to the University of Wisconsin as Professor of Electrical and Computer Engineering.

Professor Barmish is a Fellow of IEEE for Contributions to Robust Control. He has received two best paper awards from the International Federation on Automatic Control and has been involved in a number of IEEE Control Systems Society activities. This includes service as Associate Editor for the IEEE Transactions on Automatic Control, Program Chairman for the American Control Conference, Chair of the Hugo Schuck Best Paper Committee and member of the Board of Governors for the IEEE Control Systems Society. He is also the author of the textbook "New Tools for Robustness of Linear Systems," Macmillan, 1994 and has served as a consultant for many industries.