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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars:Estimation of Common Factors for Microstructure Noise and Effcient Price in a High-frequency Dual Factor Model
高频双因子模型 微结构 噪声公因数 效率价格 估计
2023/4/17
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...
Joint State and Parameter Estimation For Biochemical Dynamic Pathways With Iterative Extended Kalman Filter:Comparison With Dual State and Parameter Estimation
Biochemical Dynamic Pathways extended Kalman filter Parameter Estimation
2009/9/24
A biochemical dynamic pathway is usually modeled as a nonlinear system described by a set of nonlinear ODEs. In most cases, only partial states can be measured. Moreover, the system parameters, reacti...
A MODIFIED HOMOGENEOUS AND SELF-DUAL LINEAR PROGRAMMING ALGORITHM
Linear programming interior point algor
2007/12/17
In this paper,we modify the corrector step of the homogeneous and self-dual linear programming algorithm, proposed by Ye, Todd and Mizuno[1]. The duality gap is reduced by a constant fraction per iter...
期刊信息
篇名
Recursive dual linear programming approach for parameter-uncertainty-interval estimation
语种
英文
撰写或编译
撰写
作者
孙先仿,张洪钺,范跃祖
第一作者单位
北京航空航天大学
刊物名称
IEE Proceedings - Control Theory and Application
页面
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