Results 51 to 60 of about 54,917 (203)
MathematicsThis article proposes a novel robust invariance condition for uncertain linear discrete-time systems with state and control constraints, utilizing a method of semidefinite programming duality.
Hongli Yang +3 more
doaj +1 more source
Lost in Translation? Risk‐Adjusting RMSE for Economic Forecast Performance
Journal of Forecasting, EarlyView.ABSTRACT When used for parameter optimization and/or model selection, traditional mean squared error (MSE)–based measures of forecast accuracy often exhibit a weak or even negative correlation with the economic value of return forecasts measured by, for example, the Sharpe ratios of the resulting portfolios.
Lukas Salcher +2 more
wiley +1 more source
Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach
Journal of Forecasting, EarlyView.ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant +2 more
wiley +1 more source
Existence and Uniqueness of the Positive Definite Solution for the Matrix Equation X=Q+A∗(X^−C)−1A
Abstract and Applied Analysis, 2013 We consider the nonlinear matrix equation X=Q+A∗(X^−C)−1A, where Q is positive definite, C is positive semidefinite, and X^ is the block diagonal matrix defined by X^=diag(X,X,…,X).
Dongjie Gao
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Equivariant semidefinite lifts and sum-of-squares hierarchies [PDF]
, 2014 A central question in optimization is to maximize (or minimize) a linear function over a given polytope P. To solve such a problem in practice one needs a concise description of the polytope P.
Fawzi, Hamza +2 more
core +1 more source
Edge‐Length Preserving Embeddings of Graphs Between Normed Spaces
Journal of Graph Theory, EarlyView.ABSTRACT The concept of graph embeddability, initially formalized by Belk and Connelly and later expanded by Sitharam and Willoughby, extends the question of embedding finite metric spaces into a given normed space. A finite simple graph G = ( V , E ) $G=(V,E)$ is said to be ( X , Y ) $(X,Y)$‐embeddable if any set of induced edge lengths from an ...
Sean Dewar +3 more
wiley +1 more source
International Journal of Mechanical System Dynamics, EarlyView.ABSTRACT Hydraulic manipulators exhibit strong coupling, pronounced nonlinearities, and significant modeling uncertainties, which hinder high‐precision motion control. This paper proposes a finite‐time disturbance observer–based nonlinear robust adaptive control (RAC‐FTDO) framework enhanced by a physically consistent dynamic parameter identification ...
Tianyu Gao +3 more
wiley +1 more source
This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive semidefinite matrices along with an arbitrary Hermitian positive definite shift matrix.
Salkuyeh, Davod Khojasteh +1 more
openaire +2 more sources
Polynomial summaries of positive semidefinite kernels
Theoretical Computer Science, 2007 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shin, Kilho, Kuboyama, Tetsuji
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Distributed Optimization of Finite Condition Number for Laplacian Matrix in Multi‐Agent Systems
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT This paper addresses the distributed optimization of the finite condition number of the Laplacian matrix in multi‐agent systems. The finite condition number, defined as the ratio of the largest to the second smallest eigenvalue of the Laplacian matrix, plays an important role in determining the convergence rate and performance of consensus ...
Yicheng Xu, Faryar Jabbari
wiley +1 more source