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A new method for robust fixed-order H∞ controller design by convex optimization for multivariable systems is investigated. Linear Time-Invariant Multi-Input Multi- Output (LTI-MIMO) systems represented by a set of complex values in the frequency domain are ...
Measures of surprise have been recently studied in statistics. This new concept can be used as the first exploratory tool to verify if a model under the null hypothesis fits appropriately. As no alternative models are necessary, the use of the measures of ...
In prediction error identification, the information matrix plays a central role. Specifically, when the system is in the model set, the covariance matrix of the parameter estimates converges asymptotically, up to a scaling factor, to the inverse of the infor ...
In this thesis, I define and explain the notion of punctual analytical uniform development (DUAP) versus moments or cumulants approximation of punctual uniforms analyticals 's class statistics. Hence, I derive "truncated" DUAP's version for numerical compu ...
This paper presents the development and testing of a methodology for estimation of average travel time on signalised urban networks. The methodology considers the classical analytical procedure, where average travel time on a study link is estimated as the ...
This thesis presents a method and a tool for test set selection, dedicated to object-oriented applications and based on formal specifications. Testing is one method to increase the quality of today's extraordinary complex software. The aim is to find progr ...
This paper presents the development and testing of a methodology for estimation of average travel time on signalised urban networks. The methodology considers the classical analytical procedure, where average travel time on a study link is estimated as the ...
The quality of multivariate calibration (MVC) models obtained depends on the effective treatment of errors in spectral data. If errors in different absorbance measurements are correlated and have different variances, then the Maximum Likelihood Principal C ...
The authors use the classical Schur reduction procedure to give a lattice filter implementation of the Chandrasekhar recursions. The derivation is based on the observation that the covariance matrix of a process with a time-invariant state-space model is s ...
