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Guest Lecture

Determining Causality

Prof. Brian D. O. Anderson
Australian National University

Wednesday, 5/1/19, 1:00pm
Light Engineering 250

Abstract: A control systems problem addressed several decades ago was to determine from measurements on different parts of a system whether there was feedback present in the system or not. Such problems as it turned out were of very great interest to economists, who studied this sort of question intensively. The name of Nobel prize-winning economist, Clive Granger, is part of the term Granger Causality, which is a cohesive body of ideas in stochastic processes, relevant to treating the question. More recently, such questions have arisen in theoretical and experimental studies in functional neuroimaging, which can attempt to find directional pathways in the brain.

This talk introduces a number of examples of causality and then reviews the definition of Granger causality and several characterizations of it. Granger causality is related to, but not identical with, physical causality. Then recent joint work with M Deistler and J.-M. Dufour is reviewed, examining the effect of measurement noise, measurement filtering and subsampling of measured signals on conclusions of a Granger causality nature. 

Bio: Brian D. O. Anderson was born in Sydney, Australia, and educated at Sydney University in mathematics and electrical engineering, with PhD in electrical engineering from Stanford University. He is an Emeritus Professor at the Australian National University (having retired as Distinguished Professor in 2016), Distinguished Professor at Hangzhou Dianzi University, and Distinguished Researcher in Data61-CSIRO (formerly NICTA). His awards include the IFAC Quazza Medal, the IEEE Control Systems Field Award, the IEEE James H Mulligan, Jr Education Medal, and the Bode Prize of the IEEE Control System Society, as well as several IEEE and other best paper prizes. He is a Fellow of the Australian Academy of Science, the International Federation of Automatic Control, the Australian Academy of Technological Sciences and Engineering, the Royal Society (London), and a foreign member of the US National Academy of Engineering. He holds honorary doctorates from a number of universities, including Université Catholique de Louvain, Belgium, and ETH, Zürich. He is also an honorary professor of Harbin Institute of Technology and Zhejiang University. He is a past president of the International Federation of Automatic Control and the Australian Academy of Science. His current research interests are in distributed control, sensor networks, social networks and econometric modelling.