In this talk by Professor Henrik Madsen, section for Dynamical Systems at DTU Compute, we will introduce the concepts of Hidden Markov Models and Generalized State Space Models. It will be demonstrated how these models and related statistical methods can be used to provide information about states and variables that are not directly observed. The concepts include the grey-box modelling framework which is based on a set of partially observed stochastic differential equations. The grey-box modelling concept bridges the gap between statistical modelling and modelling based on first principles (physics). Information about software tools for grey-box modelling will be provided.
“Meet DTU Compute” is a series of lectures that offers friendly introductions to hot research topics at DTU Compute given by local experts. The lectures are co-organized together with the DTU Compute Research Academy and PhD School.
Each session starts with lunch (sandwiches) 12:30-13, and for that reason it is necessary to sign up by email to Pia Lauridsen, plau@dtu.dk