Results 41 to 50 of about 429,197 (329)

Multivariate transient price impact and matrix-valued positive definite functions

, 2015
We consider a model for linear transient price impact for multiple assets that takes cross-asset impact into account. Our main goal is to single out properties that need to be imposed on the decay kernel so that the model admits well-behaved optimal ...
Alfonsi, Aurélien, Klöck, Florian, Schied, Alexander   +2 more
core   +3 more sources

Hopfield Neural Networks for Online Constrained Parameter Estimation With Time‐Varying Dynamics and Disturbances

International Journal of Adaptive Control and Signal Processing, EarlyView.
This paper proposes two projector‐based Hopfield neural network (HNN) estimators for online, constrained parameter estimation under time‐varying data, additive disturbances, and slowly drifting physical parameters. The first is a constraint‐aware HNN that enforces linear equalities and inequalities (via slack neurons) and continuously tracks the ...
Miguel Pedro Silva
wiley   +1 more source

Rank-preserving geometric means of positive semi-definite matrices

, 2012
The generalization of the geometric mean of positive scalars to positive definite matrices has attracted considerable attention since the seminal work of Ando.
Bonnabel, Silvere, Collard, Anne, Sepulchre, Rodolphe   +2 more
core   +1 more source

The maximal operator of a normal Ornstein--Uhlenbeck semigroup is of weak type (1,1) [PDF]

, 2019
Consider a normal Ornstein\u2013Uhlenbeck semigroup in R^n, whose co- variance is given by a positive definite matrix. The drift matrix is assumed to have eigenvalues only in the left half-plane.
Casarino, Valentina, Ciatti, Paolo, Peter, Sjogren   +2 more
core   +3 more sources

Positive Definite Norm Dependent Matrices In Stochastic Modeling

Demonstratio Mathematica, 2014
Positive definite norm dependent matrices are of interest in stochastic modeling of distance/norm dependent phenomena in nature. An example is the application of geostatistics in geographic information systems or mathematical analysis of varied spatial ...
Kuniewski Sebastian P., Misiewicz Jolanta K.   +1 more
doaj   +1 more source

A unified treatment for the restricted solutions of the matrix equation $AXB=C$

AIMS Mathematics, 2020
In this paper, the Hermitian, skew-Hermitian, Re-nonnegative definite, Re-positive definite, Re-nonnegative definite least-rank and Re-positive definite least-rank solutions of the matrix equation $AXB= C$ are considered.
Jiao Xu, Hairui Zhang, Lina Liu, Huiting Zhang, Yongxin Yuan   +4 more
doaj   +1 more source

Positive definite solutions of some matrix equations

Linear Algebra and its Applications, 2008
The authors investigate some existence questions of positive semi-definite solutions for certain classes of matrix equations known as the generalized Lyapunov equations. The authors use a simple but useful lemma (Lemma 2.1) and properties of Fourier transforms to get sufficient and necessary conditions for certain equations and only sufficient for ...
Cvetković, Aleksandar S., Milovanović, Gradimir V.   +1 more
openaire   +2 more sources

Current Tracking Adaptive Control of Brushless DC Motors

International Journal of Adaptive Control and Signal Processing, EarlyView.
In this paper, the current tracking for Brushless Direct Current motors is approached considering uncertainty in the parameters of the motor's model. An adaptive control scheme to compensate electrical parameters uncertainty is proposed without requiring any knowledge of the mechanical parameters.
Fernanda Ramos‐García, Axel Coronado‐Andrade, Gerardo Espinosa‐Pérez, Luis Alvarez‐Icaza   +3 more
wiley   +1 more source

Approximate kernel clustering [PDF]

, 2008
In the kernel clustering problem we are given a large $n\times n$ positive semi-definite matrix $A=(a_{ij})$ with $\sum_{i,j=1}^na_{ij}=0$ and a small $k\times k$ positive semi-definite matrix $B=(b_{ij})$.
Khot, Subhash, Naor, Assaf
core   +5 more sources

On positive definite solutions of the matrix equation $ X-\sum_{i = 1}^{m}A_{i}^{\ast}X^{-p_{i}}A_{i} = Q $

AIMS Mathematics
In this paper, we used the outstanding properties of the Thompson metric to conclusively demonstrate the existence of a unique positive definite solution for the nonlinear matrix equation $ X-\sum_{i = 1}^{m}A_{i}^{\ast}X^{-p_{i}}A_{i} = Q $ without any ...
Changzhou Li , Chao Yuan , Shiliang Chen
doaj   +1 more source