Results 121 to 130 of about 12,554 (169)

Minimax LQ stochastic tracking and disturbance rejection problems

Proceedings of the 28th IEEE Conference on Decision and Control, 2003
An input/output approach to the minimax linear-quadratic (LQ) stochastic tracking and disturbance rejection problems is dealt with. The solution exhibits a separation property in that the corresponding two-degree-of-freedom controller is made up of a feedback part solving the underlying H/sub infinity / mixed sensitivity problem and a feedforward part ...
E. MOSCA, GIARRÈ, Laura
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Amorphous computing in the presence of stochastic disturbances

Biosystems, 2014
Amorphous computing is a non-standard computing paradigm that relies on massively parallel execution of computer code by a large number of small, spatially distributed, weakly interacting processing units. Over the last decade or so, amorphous computing has attracted a great deal of interest both as an alternative model of computing and as an ...
Dominique, Chu, David J, Barnes, Samuel, Perkins   +2 more
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Composite hierarchical anti-disturbance control for stochastic systems with multiple disturbances

Transactions of the Institute of Measurement and Control, 2017
A class of stochastic systems with multiple disturbances, which includes white noises and disturbances whose time derivative is bounded, is considered in this paper. To estimate the unknown bounded disturbance, a stochastic disturbance observer is proposed.
Shixiang Sun, Xinjiang Wei, Huifeng Zhang   +2 more
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Convergence of Consensus Models With Stochastic Disturbances

IEEE Transactions on Information Theory, 2010
We consider consensus algorithms in their most general setting and provide conditions under which such algorithms are guaranteed to converge, almost surely, to a consensus. Let {A(t), B(t)} ∈ RN×N be (possibly) stochastic, nonstationary matrices and {x(t), m(t)} 6 RN×1 be state and perturbation vectors, respectively.
Tuncer Can Aysal, Kenneth E. Barner
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State Controllers for Stochastic Disturbances

1981
The process model assumed in chapter 8 for the derivation of the state controller for deterministic initial values is now excited by a vector stochastic noise signal v(k) $$ x\left( {k + 1} \right) = Ax\left( k \right) + Bu\left( k \right) + Fu\left( k \right). $$ (15.1.1)
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$H_\infty$ Control for Stochastic Systems with Disturbance Preview

SIAM Journal on Control and Optimization, 2020
The declared purpose of this paper is to generalize to a stochastic setting the work of \textit{G. Tadmor} and \textit{L. Mirkin} [IEEE Trans. Autom. Control 50, No. 1, 19--28 (2005; Zbl 1365.93149); 29--40 (2005; Zbl 1365.93150)] who gave a solvability condition for the deterministic case along with an analytic solution, using two Riccati equations ...
Wang, Hongxia, Fu, Minyue, Zhang, Huanshui   +2 more
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Local Synchronization of Interconnected Boolean Networks With Stochastic Disturbances

IEEE Transactions on Neural Networks and Learning Systems, 2020
This paper is concerned with the local synchronization problem for the interconnected Boolean networks (BNs) without and with stochastic disturbances. For the case without stochastic disturbances, first, the limit set and the transient period of the interconnected BNs are discussed by resorting to the properties of the reachable set for the global ...
Hongwei Chen, Jinling Liang
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Randomized Algorithms for Stochastic Approximation under Arbitrary Disturbances

Automation and Remote Control, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Alternative Tests of Independence between Stochastic Regressors and Disturbances

Econometrica, 1973
IN TESTING HYPOTHESES on the coefficients of a linear regression model with stochastic regressors it is well known that the usual t test and F test are applicable if the stochastic regressors are statistically independent of the disturbances [3, p. 268; 5, pp. 27-28].
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Private information, growth, and asset prices with stochastic disturbances [PDF]

International Review of Economics & Finance, 2003
Abstract We introduce both idiosyncratic and aggregate shocks in an endogenous growth model with endogenous partial insurance to the idiosyncratic shock. Aggregate uncertainty introduces an additional channel that can play an important role in determining the effects of private information on expected growth and asset prices.
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