Application areas of the SMC research:

Data-driven modelling
Forecasting, linear/nonlinear modelling, model structures, causality detection, behavioral context, model/input selection, large scale/on-line modelling, blind identification, algorithms for applications in bioinformatics and biomedicine. 		 
Knowledge discovery
Information retrieval, textmining, clustering, ontologies, query languages, document architectures, data/knowledge integration.
Advanced process control
Multivariable process control in chemical industry, e.g. tubular reactor, batch reactor.		  
Real-life implementations
Glycemia control, flood prevention, load forecasting, space weather.

Software

COT (2013)

The Complex Optimization Toolbox is a MATLAB toolbox for optimizing problems in complex variables, although real optimization is also possible and is without performance penalty. Included are generalized algorithms for

  • unconstrained nonlinear optimization: nonlinear conjugate gradient and limited-memory BFGS with Moré
    Thuente line search or dogleg trust region,
  • nonlinear least squares: minimization of vector-, matrix- or tensor-valued residual functions, complex bound constraints, Levenberg
    Marquardt and Gauss
    Newton with CG
    Steihaug or dogleg trust region,
  • and much more: automated numerical real and complex differentiation, preservation of unknowns in their original format (i.e., as a vector, matrix, tensor or even a cell array of tensors), preconditioned conjugate gradient,

This toolbox is the result of a joint effort between Kulak-ESAT-STADIUS and CS-NALAG and are free to use for non-commercial research.

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Tensorlab (2013)

Tensorlab is a MATLAB toolbox that offers algorithms for:

  • tensor decompositions: canonical polyadic decomposition (CPD), CPD with structured factor matrices and (partial) symmetry, multilinear singular value decomposition (MLSVD), block term decompositions (BTD) and low multilinear rank approximation (LMLRA),
  • complex optimization: quasi-Newton and nonlinear-least squares optimization with complex variables including numerical complex differentiation,
  • global minimization of bivariate polynomials and rational functions: both real and complex exact line search (LS) and real exact plane search (PS) for tensor optimization,
  • and much more: cumulants, tensor visualization, estimating a tensor's rank or multilinear rank, ...

This toolbox is the result of a joint effort between Kulak-ESAT-STADIUS and CS-NALAG and are free to use for non-commercial research.

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The GLYCENSIT Procedure (2006)

 The GLYCENSIT procedure is a method to validate (both discrete and near-continuous) glucose sensor devices (test sensor) with regards to a reference glycemia sensor. Possible consistent measurement behavior as a function of the glycemic range (phase 1) and the number of measurement errors with respect to a standard criterion for binary assessment of glucose sensors (phase 2) are successively analysed. In the third phase tolerance intervals that indicate possible sensor deviations for new observations (with the test sensor) are computed. More... 		 

Deterministic Linear System Identification (2005)

 A Matlab toolbox for exact linear time-invariant system identification is presented. The emphasis is on the variety of possible ways to implement the mappings from data to parameters of the data generating system. The considered system representations are input/state/output, difference equation, and left matrix fraction. More...

Approximate Linear System Identification (2004)

 A Matlab function for approximate identification based on misfit minimization. Although the problem formulation is representation independent, we use input/state/output representations of the system in order to allow maximum compatibility with other software packages for system identification, analysis, and design. More... 		 

LS-SVMlab (2002)

 The Matlab/C toolbox LS-SVMlab1.5 contains a variety of techniques and algorithms for Least-Squares Support Vector Machines (LS-SVM). It contains tools for nonlinear regression, function estimation and classification, as well as implementations for related kernel methods. More...

DAISY (2000)

 The goal of this DAtabase for the Identification of SYstems to serve as a platform for the interchange of information and data in the field of System Identification. System Identification is the discipline of making mathematical models of systems, starting from experimental data, measurements, observations. Typically, a certain model structure is chosen by the user which contains unknown parameters (i.e. one puts forward a certain parameterisation). Having the model of a system is often very important for analysis, simulation, prediction, monitoring, diagnosis, control system design,... More... 		 

SLICOT (2000)

 The freeware subroutine library SLICOT provides Fortran 77 implementations of numerical algorithms for computations in systems and control theory. Based on numerical linear algebra routines from BLAS and LAPACK libraries, SLICOT provides methods for the design and analysis of control systems. More...

Subspace Identification (1996)

 This package contains Subspace algorithms described in the book "Subspace Identification for Linear Systems: Theory - Implementation - Applications" By Peter Van Overschee and Bart De Moor, Kluwer Academic Publishers, 1996. It also provides an electronic copy of the mentioned book. More...