On the Consistency of Certain Identification Methods for Linear Parameter Varying Systems
Graph Chatbot
Chattez avec Graph Search
Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.
AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos 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 ...
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 ...
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 ...
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-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 ...
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 ...
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 ...
