Results 31 to 40 of about 6,682,316 (219)

Efficient Positive Semidefinite Matrix Approximation by Iterative Optimisations and Gradient Descent Method

Risks
We devise two algorithms for approximating solutions of PSDisation, a problem in actuarial science and finance, to find the nearest valid correlation matrix that is positive semidefinite (PSD).
Vali Asimit, Runshi Wang, Feng Zhou, Rui Zhu   +3 more
doaj   +1 more source

Positive semidefinite matrix supermartingales

Electronic Journal of Probability
EJP.
Wang, Hongjian, Ramdas, Aaditya
openaire   +2 more sources

Low rank approximation of the symmetric positive semidefinite matrix

Journal of Computational and Applied Mathematics, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xuefeng Duan, Jiao-Fen Li, Qingwen Wang 0001, Xinjun Zhang   +3 more
openaire   +3 more sources

Robust Invariance Conditions of Uncertain Linear Discrete Time Systems Based on Semidefinite Programming Duality

Mathematics
This 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, Chengdan Wang, Xiao Bi, Ivan Ganchev Ivanov   +3 more
doaj   +1 more source

Refined Upper Solution Bound of the Continuous Coupled Algebraic Riccati Equation

Complexity, 2020
The continuous coupled algebraic Riccati equation (CCARE) has wide applications in control theory and linear systems. In this paper, by a constructed positive semidefinite matrix, matrix inequalities, and matrix eigenvalue inequalities, we propose a new ...
Li Wang
doaj   +1 more source

An elementary proof of Chollet’s permanent conjecture for 4 × 4 real matrices

Special Matrices, 2021
A proof of the statement per(A ∘ B) ≤ per(A)per(B) is given for 4 × 4 positive semidefinite real matrices. The proof uses only elementary linear algebra and a rather lengthy series of simple inequalities.
Hutchinson George
doaj   +1 more source

Generalized Randić Estrada Indices of Graphs

Mathematics, 2022
Let G be a simple undirected graph on n vertices. V. Nikiforov studied hybrids of AG and DG and defined the matrix AαG for every real α∈[0,1] as AαG=αDG+(1−α)AG.
Eber Lenes, Exequiel Mallea-Zepeda, Luis Medina, Jonnathan Rodríguez   +3 more
doaj   +1 more source

On the Controllability of Matrix Pairs $(A,K)$ with K Positive Semidefinite [PDF]

SIAM Journal on Algebraic Discrete Methods, 1984
A well-known result of Chen and Wimmer is: If A, H and K are \(n\times n\) matrices such that H and K are Hermitian, K is positive semidefinite and \(K=AH+HA^*\) and if (A,K) is controllable, then A has no eigenvalues on the imaginary axis and H is nonsingular.
Carlson, David, Datta, B. N., Schneider, Hans   +2 more
openaire   +2 more sources

Positive Semidefiniteness and Positive Definiteness of a Linear Parametric Interval Matrix [PDF]

, 2017
We consider a symmetric matrix, the entries of which depend linearly on some parameters. The domains of the parameters are compact real intervals. We investigate the problem of checking whether for each (or some) setting of the parameters, the matrix is positive definite (or positive semidefinite).
openaire   +2 more sources

Distributed State Estimation for Mobile Robots in LiDAR Sensor Networks With Intermittent Inertial Measurements

Advanced Intelligent Systems, EarlyView.
A scalable distributed observer framework for LiDAR sensor networks is presented for robust tracking and pose estimation of mobile robots. By combining adaptable 3D detection, clustering‐based communication reduction, and intermittent inertial fusion, accurate and efficient estimation is achieved under occlusions and sensing constraints, with formally ...
Isabella Luppi, Ehsan Hashemi
wiley   +1 more source