On the Consistency of Certain Identification Methods for Linear Parameter Varying Systems
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first algorithm that a ...
In this paper a new approach for fixed-structure H2 controller design in terms of solutions to a set of linear matrix inequalities are given. Both discrete- and continuous-time single-input single-output (SISO) time- invariant systems are considered. Then ...
This paper examines whether unobservable differences in firm volatility are responsible for the global loan pricing puzzle, which is the observation that corporate loan interest rates appear to be lower in Europe than in the United States. We analyze wheth ...
We study the problem of distributed least-squares estimation over ad hoc adaptive networks, where the nodes have a common objective to estimate and track a parameter vector. We consider the case where there is stationary additive colored noise on both the ...
A new robust fixed-order RST controller design approach by convex optimization is proposed in this paper. Only frequency-domain data are considered in the approach for linear time-invariant single-input single-output systems. It is shown that performance s ...
State-feedback model predictive control (MPC) of discrete-time linear periodic systems with possibly time-dependent state and control input dimension is considered. States and inputs are subject to hard, mixed, polytopic constraints. It is described how di ...
We examine whether equity volatility can explain the difference in syndicated corporate loan spreads paid by U.S. and European borrowers first documented by Carey and Nini (2007). We argue that OLS estimates of the association between equity volatility and ...
This article is concerned with the structured distance to uncontrollability of a linear time-invariant system and relates this concept to a variation of the μ-value. The developed framework is applied to derive computational expressions for the class of re ...
We present a dynamic programming based solution to a stochastic reachability problem for a controlled discrete-time stochastic hybrid system. A sum-multiplicative cost function is introduced along with a corresponding dynamic recursion which quantifies the ...
State estimation is a necessary component of advanced monitoring and control techniques, since these techniques often require information that is too expensive or impossible to obtain from direct measurements. The objective of estimation is the reconstruct ...