Results 61 to 70 of about 31,256 (206)
Optimal Gain Selection for the Arbitrary‐Order Homogeneous Differentiator
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT Differentiation of noisy signals is a relevant and challenging task. Widespread approaches are the linear high‐gain observer acting as a differentiator and Levant's robust exact differentiator with a discontinuous right‐hand side. We consider the family of arbitrary‐order homogeneous differentiators, which includes these special cases.
Benjamin Calmbach +2 more
wiley +1 more source
Riccati parameter modes from Newtonian free damping motion by supersymmetry
, 1998 We determine the class of damped modes \tilde{y} which are related to the common free damping modes y by supersymmetry. They are obtained by employing the factorization of Newton's differential equation of motion for the free damped oscillator by means ...
B. Mielnik +8 more
core +1 more source
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT In this paper, we consider the optimal control problem for an unknown continuous‐time nonlinear system, and present a framework that integrates model‐based and model‐free methods to solve it. Each approach offers distinct advantages: model‐based techniques provide offline synthesis and data efficiency, while model‐free procedures excel at ...
Surabhi Athalye +2 more
wiley +1 more source
New exact solutions for Kudryashov–Sinelshchikov equation
Advances in Difference Equations, 2018 In this paper, we firstly change the auxiliary second order ordinary differential equation in the G′G $\frac{G'}{G}$-polynomial expansion method to the Riccati equation.
Junliang Lu
doaj +1 more source
Measured‐State Conditioned Recursive Feasibility for Stochastic Model Predictive Control
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT In this paper, we address the problem of designing stochastic model predictive control (SMPC) schemes for linear systems affected by unbounded disturbances. The contribution of the paper is rooted in a measured‐state initialization strategy. First, due to the nonzero probability of violating chance‐constraints in the case of unbounded noise ...
Mirko Fiacchini +2 more
wiley +1 more source
H2−H∞ control of discrete-time nonlinear systems using the state-dependent Riccati equation approach
Systems Science & Control Engineering, 2017 A novel H2−H∞ State-dependent Riccati equation control approach is presented for providing a generalized control framework to discrete-time nonlinear system.
Xin Wang +3 more
doaj +1 more source
On the Convergence of the Modified Riccati Equation [PDF]
ISRN Signal Processing, 2012 The modified Riccati equation arises in the implementation of Kalman filter in target tracking under measurement uncertainty and it cannot be transformed into an equation of the form of the Riccati equation. An iterative solution algorithm of the modified Riccati equation is proposed.
Assimakis, Nicholas, Adam, Maria
openaire +1 more source
The role of identification in data‐driven policy iteration: A system theoretic study
International Journal of Robust and Nonlinear Control, EarlyView.Abstract The goal of this article is to study fundamental mechanisms behind so‐called indirect and direct data‐driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two iterative procedures, where data collected from the system are repeatedly used to compute new estimates of ...
Bowen Song, Andrea Iannelli
wiley +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical Finance, EarlyView.ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source