Clustering Time Series: The Role of Temporal Correlations

Outline
00:00 - Intro
00:49 - Early education and PhD in control
10:35 - Non-negative linear algebra & modelling uncertainty principle
22:50 - Influence of Willems & the Frisch scheme
34:27 - Subspace identification & stochastic behavioural system theory
38:39 - Stanford experience with Golub & Kailath
53:30 - Return to Leuven: LS-SVMs, quantum information, and beyond
1:07:48 - Multilinear algebra and tensor trains
1:11:59 - Exact/approximate modelling and angles between systems
1:25:34 - Back to the roots
1:46:01 - On entrepreneurship: advice to future students
1:56:32 - Outro

Links
Bart’s website: https://www.bartdemoor.be/
Bart’s PhD Thesis: https://tinyurl.com/ryfu786h
J. Willems: https://tinyurl.com/26zcrkc6
From finite time series to linear system: https://tinyurl.com/4cvzpun6
Subspace Identification For Linear Systems: https://tinyurl.com/5n8u228k
Grassmann’s identity: https://tinyurl.com/37ey48da
L. Ljung: https://tinyurl.com/2p9k74cm
G. Golub: https://tinyurl.com/rteww7rb
The restricted singular value decomposition: https://tinyurl.com/3pzhw8p4
LS-SVMs: https://tinyurl.com/ykv7uvfv
Four qubits can be entangled in nine different ways: https://tinyurl.com/y367kkcp
High-order SVD: https://tinyurl.com/34u4p7h9
Subspace angles between ARMA models: https://tinyurl.com/29cta3rm
Exact and approximate modeling of linear systems: https://tinyurl.com/ykkbb9k4
Back to the roots: https://tinyurl.com/ym6bvs38
Resultant: https://tinyurl.com/32un7tbv
Multidimensional system: https://tinyurl.com/jswpsr2s
Macaulay resultant: https://tinyurl.com/y4skuevw
Least squares realization of LTI models is an eigenvalue problem: https://tinyurl.com/3x9dmjnk

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Podcast info
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Acknowledgments and sponsors
This episode was supported by the National Centre of Competence in Research on «Dependable, ubiquitous automation» and the IFAC Activity fund. The podcast benefits from the help of an incredibly talented and passionate team. Special thanks to L. Seward, E. Cahard, F. Banis, F. Dörfler, J. Lygeros, ETH studio and mirrorlake . Music was composed by A New Element.