Christiaan Heij

Last updated

Christiaan Heij (born 1950s) is a Dutch mathematician, Assistant Professor in statistics and econometrics at the Econometric Institute at the Erasmus University Rotterdam, known for his work in the field of mathematical systems theory, [1] and econometrics. [2]

Contents

Life and work

Heij did his PhD research at the University of Groningen in the 1980s among other young system theorists, such as Hans Nieuwenhuis, Pieter Otter, Jan Camiel Willems, and Dirk T. Tempelaar. [3] In 1988 he graduated under Willems, Professor of Systems and Control and Nieuwenhuis with the thesis "Deterministic Identification of Dynamical Systems," [4] which was published the next year by Springer in the "Lecture Notes in Control and Information Sciences" series.

In the 1990s Heij continued his research at the Econometric Institute of the Erasmus University Rotterdam, and wrote a series of books on systems theory, modelling, dynamics systems, and econometrics. With Jan Camiel Willems he supervised the promotion of Berend Roorda, who graduated in 1995 with the thesis, entitled "Deterministic Identification of Dynamical Systems." [4]

Heij is credited extending "The behavioral approach to system theory put forward by Willems," [5] and for presenting a new total least squares algorithms, specifically for system identification. [6] His most cited work is the 2004 textbook "Econometric methods with applications in business and economics," co-authored with Philip Hans Franses, Teun Kloek, and Herman K. van Dijk, and published by the Oxford University Press.

Selected publications

Articles, a selection:

Related Research Articles

Control theory is a field of Electrical Engineering and applied mathematics that deals with the control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a desired state, while minimizing any delay, overshoot, or steady-state error and ensuring a level of control stability; often with the aim to achieve a degree of optimality.

Econometrics is an application of statistical methods to economic data in order to give empirical content to economic relationships. More precisely, it is "the quantitative analysis of actual economic phenomena based on the concurrent development of theory and observation, related by appropriate methods of inference." An introductory economics textbook describes econometrics as allowing economists "to sift through mountains of data to extract simple relationships." Jan Tinbergen is one of the two founding fathers of econometrics. The other, Ragnar Frisch, also coined the term in the sense in which it is used today.

A dissipative system is a thermodynamically open system which is operating out of, and often far from, thermodynamic equilibrium in an environment with which it exchanges energy and matter. A tornado may be thought of as a dissipative system. Dissipative systems stand in contrast to conservative systems.

<span class="mw-page-title-main">Dynamical systems theory</span> Area of mathematics used to describe the behavior of complex dynamical systems

Dynamical systems theory is an area of mathematics used to describe the behavior of complex dynamical systems, usually by employing differential equations or difference equations. When differential equations are employed, the theory is called continuous dynamical systems. From a physical point of view, continuous dynamical systems is a generalization of classical mechanics, a generalization where the equations of motion are postulated directly and are not constrained to be Euler–Lagrange equations of a least action principle. When difference equations are employed, the theory is called discrete dynamical systems. When the time variable runs over a set that is discrete over some intervals and continuous over other intervals or is any arbitrary time-set such as a Cantor set, one gets dynamic equations on time scales. Some situations may also be modeled by mixed operators, such as differential-difference equations.

Model predictive control (MPC) is an advanced method of process control that is used to control a process while satisfying a set of constraints. It has been in use in the process industries in chemical plants and oil refineries since the 1980s. In recent years it has also been used in power system balancing models and in power electronics. Model predictive controllers rely on dynamic models of the process, most often linear empirical models obtained by system identification. The main advantage of MPC is the fact that it allows the current timeslot to be optimized, while keeping future timeslots in account. This is achieved by optimizing a finite time-horizon, but only implementing the current timeslot and then optimizing again, repeatedly, thus differing from a linear–quadratic regulator (LQR). Also MPC has the ability to anticipate future events and can take control actions accordingly. PID controllers do not have this predictive ability. MPC is nearly universally implemented as a digital control, although there is research into achieving faster response times with specially designed analog circuitry.

The behavioral approach to systems theory and control theory was initiated in the late-1970s by J. C. Willems as a result of resolving inconsistencies present in classical approaches based on state-space, transfer function, and convolution representations. This approach is also motivated by the aim of obtaining a general framework for system analysis and control that respects the underlying physics.

Jan Hendrik van Schuppen is a Dutch mathematician and Professor at the Department of Mathematics of the Vrije Universiteit, known for his contributions in the field of systems theory, particularly on control theory and system identification, on probability, and on a number of related practical applications.

Richard D. Braatz is the Edwin R. Gilliland Professor at the Massachusetts Institute of Technology known for his research in control theory and its applications to chemical, pharmaceutical, and materials systems.

In probability theory, a piecewise-deterministic Markov process (PDMP) is a process whose behaviour is governed by random jumps at points in time, but whose evolution is deterministically governed by an ordinary differential equation between those times. The class of models is "wide enough to include as special cases virtually all the non-diffusion models of applied probability." The process is defined by three quantities: the flow, the jump rate, and the transition measure.

System identification is a method of identifying or measuring the mathematical model of a system from measurements of the system inputs and outputs. The applications of system identification include any system where the inputs and outputs can be measured and include industrial processes, control systems, economic data, biology and the life sciences, medicine, social systems and many more.

Jan Camiel Willems was a Belgian mathematical system theorist who has done most of his scientific work while residing in the Netherlands and the United States. He is most noted for the introduction of the notion of a dissipative system and for the development of the behavioral approach to systems theory.

Econometric Institute at the Erasmus University Rotterdam is a leading research institute in the fields of econometrics and management science in the Netherlands. The Institute offers advanced education in econometrics. It was founded in 1956 by Henri Theil in cooperation with Jan Tinbergen.

Teunis (Teun) Kloek is a Dutch economist and Emeritus Professor of Econometrics at the Erasmus Universiteit Rotterdam. His research interests centered on econometric methods and their applications, especially nonparametric and robust methods in econometrics.

Herman Koene van Dijk is a Dutch economist Consultant at the Research Department of Norges Bank and Professor Emeritus at the Econometric Institute of the Erasmus University Rotterdam, known for his contributions in the field of Bayesian analysis.

Harm Bart is a Dutch mathematician, economist, and Professor of Mathematics at the Erasmus University Rotterdam, particularly known for his work on "factorization problems for matrix and operator functions."

<span class="mw-page-title-main">Philip Hans Franses</span> Dutch economist

Philippus Henricus Benedictus Franciscus "Philip Hans" Franses is a Dutch economist and Professor of Applied Econometrics and Marketing Research at the Erasmus University Rotterdam, and dean of the Erasmus School of Economics, especially known for his 1998 work on "Nonlinear Time Series Models in Empirical Finance."

Ji-Feng Zhang was born in Shandong, China. He is currently the vice-chair of the technical board of the International Federation of Automatic Control (IFAC), the vice-president of the Systems Engineering Society of China (SESC), the vice-president of the Chinese Association of Automation (CAA), the chair of the technical committee on Control Theory (CAA), and the editor-in-chief for both All About Systems and Control and the Journal of Systems Science and Mathematical Sciences.

Harry Trentelman is a full professor in Systems and Control at the Johann Bernoulli Institute for Mathematics and Computer Science of the University of Groningen. From 1985 to 1991 he served as an assistant professor and as an associate professor at the Mathematics Department of the Eindhoven University of Technology, the Netherlands. He obtained his PhD degree in Mathematics from the University of Groningen in 1985. His Ph.D. thesis was titled "Almost Invariant Subspaces and High Gain Feedback Mathematics Subject Classification: 93—Systems theory; control" which he defended following studying for it under mentorship from Jan Camiel Williams.

In mathematics, specifically in control theory, subspace identification (SID) aims at identifying linear time invariant (LTI) state space models from input-output data. SID does not require that the user parametrizes the system matrices before solving a parametric optimization problem and, as a consequence, SID methods do not suffer from problems related to local minima that often lead to unsatisfactory identification results.

<span class="mw-page-title-main">Paul van Geert</span> Dutch linguist

Paul van Geert is a Dutch linguist. He is currently a professor of developmental psychology at the University of Groningen, Netherlands. He is renowned for his work on developmental psychology and the application of dynamical systems theory in social science.

References

  1. Antoulas, A. C. "A new approach to modeling for control." Linear algebra and its applications 203 (1994): 45-65.
  2. Kleiber, Christian, and Achim Zeileis. Applied econometrics with R. Springer, 2008.
  3. Tempelaar, Dirk Tiemen. Expectancy-value based achievement motivations and their role in student learning. Universitaire Pers Maastricht, 2007.
  4. 1 2 Christiaan Heij at the Mathematics Genealogy Project
  5. Markovsky, Ivan. "Structured low-rank approximation and its applications [ permanent dead link ]." Automatica 44.4 (2008): 891-909.
  6. Markovsky, Ivan, and Sabine Van Huffel. "Overview of total least-squares methods." Signal processing 87.10 (2007): 2283-2302.