搜索结果: 1-15 共查到“知识库 The Discrete-time”相关记录76条 . 查询时间(0.077 秒)
Comparison of peak and RMS gains for discrete-time systems
Discrete time system the peak more income signal function
2015/8/13
A convolution system can have a frequency response which is small for all frequencies, yet still greatly amplify the peaks of signals passing through it. For finite-dimensional systems, the authors es...
Robust optimal control of linear discrete-time systems using primal-dual interior-point methods
Robust control application model linear discrete
2015/8/11
This paper describes how to efficiently solve a robust optimal control problem using recently developed primal-dual interior-point methods. Among potential applications are model predictive control. T...
On time-invariant purified-output-based discrete time control
Affine linear dynamical systems in discrete time affine parameters
2015/8/10
In an earlier paper, we have demonstrated that the family of all affine non-anticipative output-based control laws in a discrete time linear dynamical system affected by uncertain disturbances is equi...
Robust Optimal Control of Linear Discrete-Time Systems Using Primal-Dual Interior-Point Methods
Robust Optimal Control Linear Discrete-Time Systems Primal-Dual Interior-Point Methods
2015/7/10
This paper describes how to efficiently solve a robust optimal control problem using recently developed primal-dual interior-point methods. Among potential applications are model predictive control. T...
On Time-Invariant Purified-Output-Based Discrete Time Control
Time-Invariant Purified-Output-Based Discrete Time Control
2015/7/10
In an earlier paper, we have demonstrated that the family of all affine non-anticipative output-based control laws in a discrete time linear dynamical system affected by uncertain disturbances is equi...
This paper considers linear time-invariant dynamic systems with an interconnection structure specified by a directed graph. We formulate a semidefinite program for system analysis and controller synth...
Cycle symmetries and circulation fluctuations for discrete-time and continuous-time Markov chains
Haldane equality current fluctuations fluctuation theorems
2014/12/5
In probability theory, equalities are much less than inequalities. In this paper, we find a series
of equalities which characterize the symmetry of the forming times of a family of similar cycles
fo...
Discrete-Time Multivariable Adaptive Control.
Discrete-Time Multivariable Adaptive Control。
Statistical inference for discrete-time samples from affine stochastic delay differential equations
asymptotic normality composite likelihood consistency discrete time observation of continuous-time models prediction-based estimating functions pseudo-likelihood stochastic delay differential equation
2013/4/28
Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to cal...
Causal band-limited approximation and forecasting for discrete time processes
band-limited processes discrete time processes causal filters sampling low-pass filters forecasting.
2012/9/18
We study causal dynamic approximation of non-bandlimited discretetime processes by band-limited discrete time processes such that a part of the historical path of the underlying process is approximate...
Discrete-Time Chaotic-Map Truly Random Number Generators: Design, Implementation, and Variability Analysis of the Zigzag Map
Truly Random Number Generator Current-Mode Circuits Switched-Current Technique Variability
2012/6/21
In this paper, we introduce a novel discrete chaotic map named zigzag map that demonstrates excellent chaotic behaviors and can be utilized in Truly Random Number Generators (TRNGs). We comprehensivel...
No-Arbitrage Pricing for Dividend-Paying Securities in Discrete-Time Markets with Transaction Costs
arbitrage fundamental theorem of asset pricing transaction costs consistent pricing system liquidity dividends credit default swaps
2012/6/5
We prove a version of First Fundamental Theorem of Asset Pricing under transaction costs for discrete-time markets with dividend-paying securities. Specifically, we show that the no-arbitrage conditio...
Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets
Variance-optimal hedging Follmer-Schweizer decomposition Levy process Cumulative generating function Characteristic function
2012/6/5
We consider the discretized version of a (continuous-time) two-factor model introduced by Benth and coauthors for the electricity markets. For this model, the underlying is the exponent of a sum of in...
Optimal maintenance policy for a system subject to damage in a discrete time process
Maintenance Cumulative damage Expected cost rate Operation period Renewal reward theory
2012/4/14
Consider a system operating over n discrete time periods (n=1, 2, …). Each operation period causes a random amount of damage to the system which accumulates over time periods. The system fails when th...