6期

最新文章

• A Generalized Framework for Simultaneous Long-Short Feedback Trading AI翻译
  作者：O'Brien, Joseph D.; Burke, Mark E.; Burke, Kevin
  作者单位：University of Limerick
  摘要：We present a generalization of the simultaneous long-short (SLS) trading strategy described in recent control literature wherein we allow for different parameters across the short and long sides of the controller; we refer to this new strategy as generalized SLS (GSLS). Furthermore, we investigate the conditions under which positive gain can be assured within the GSLS setup for both deterministic stock price evolution and geometric Brownian motion. In contrast to existing literature in this ar...
• Decentralized Proximal Gradient Algorithms With Linear Convergence Rates AI翻译
  作者：Alghunaim, Sulaiman A.; Ryu, Ernest K.; Yuan, Kun; Sayed, Ali H.
  作者单位：Kuwait University; Seoul National University (SNU); Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
  摘要：This article studies a class of nonsmooth decentralized multiagent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common nonsmooth term. We propose a general primal-dual algorithmic framework that unifies many existing state-of-the-art algorithms. We establish linear convergence of the proposed method to the exact minimizer in the presence of the nonsmooth term. Moreover, for the more general class of problems with agent specifi...
• A Novel Outlier-Robust Kalman Filtering Framework Based on Statistical Similarity Measure AI翻译
  作者：Huang, Yulong; Zhang, Yonggang; Zhao, Yuxin; Shi, Peng; Chambers, Jonathon A.
  作者单位：Harbin Engineering University; University of Adelaide; University of Leicester
  摘要：In this article, a statistical similarity measure is introduced to quantify the similarity between two random vectors. The measure is, then, employed to develop a novel outlier-robust Kalman filtering framework. The approximation errors and the stability of the proposed filter are analyzed and discussed. To implement the filter, a fixed-point iterative algorithm and a separate iterative algorithm are given, and their local convergent conditions are also provided, and their comparisons have bee...
• Jump LQR Systems With Unknown Transition Probabilities AI翻译
  作者：Tzortzis, Ioannis; Charalambous, Charalambos D.; Hadjicostis, Christoforos N.
  作者单位：University of Cyprus
  摘要：This article develops a robust linear quadratic regulator (LQR) approach applicable to nonhomogeneous Markov jump linear systems with uncertain transition probability distributions. The stochastic control problem is investigated under two equivalent formulations, using i) minimax optimization theory, and ii) a total variation distance metric as a tool for codifying the level of uncertainty of the jump process. By following a dynamic programming approach, a robust optimal controller is derived,...
• Partially Fixed Structure Determinantal Assignment Problems AI翻译
  作者：Leventides, John; Karcanias, Nicos; Livada, Maria
  作者单位：National & Kapodistrian University of Athens; City St Georges, University of London
  摘要：In this article, we deal with the study of the determinantal assignment problem (DAP) when the parameters of the compensator are not entirely free, but some of them are fixed. The problem is reduced to a restricted form of an exterior algebra problem (decomposability of multivectors), which is referred to as partial decomposability problem. We study this problem and in case that this problem has no solution, we examine the problem of approximate partial decomposability. We treat the problem of...
• A Switching Multiplicative Watermarking Scheme for Detection of Stealthy Cyber-Attacks AI翻译
  作者：Ferrari, Riccardo M. G.; Teixeira, Andre M. H.
  作者单位：Delft University of Technology; Uppsala University
  摘要：This article addresses the detection of stealthy attacks on sensor measurements. Inspired in authentication schemes with weak cryptographic guarantees, we propose a watermarking approach to validate the data and its source. In particular, we propose a multiplicative scheme, where the sensor outputs are watermarked by a bank of filters, then transmitted through the possibly unsecured communication network. The original measurement data are finally reconstructed by a watermark remover. To allow ...
• Efficient Estimation of Equilibria in Large Aggregative Games With Coupling Constraints AI翻译
  作者：Jacquot, Paulin; Wan, Cheng; Beaude, Olivier; Oudjane, Nadia
  作者单位：Inria; Centre National de la Recherche Scientifique (CNRS); Institut Polytechnique de Paris; Ecole Polytechnique
  摘要：Aggregative games have many industrial applications, and computing an equilibrium in those games is challenging when the number of players is large. In the framework of atomic aggregative games with coupling constraints, we show that variational Nash equilibria of a large aggregative game can be approximated by a Wardrop equilibrium of an auxiliary population game of smaller dimension. Each population of this auxiliary game corresponds to a group of atomic players of the initial large game. Th...
• Adaptive Output Feedback Funnel Control of Uncertain Nonlinear Systems With Arbitrary Relative Degree AI翻译
  作者：Liu, Yong-Hua; Su, Chun-Yi; Li, Hongyi
  作者单位：Guangdong University of Technology
  摘要：This article considers the problem of output feedback funnel control for a class of uncertain nonlinear systems with arbitrary known relative degree. By utilizing the funnel control approach with a barrier Lyapunov function, a novel adaptive output feedback controller is constructed recursively, which accomplishes the output tracking with prescribed transient behavior. The developed control scheme features that the precise knowledge of system nonlinearities, including generally required boundi...
• Warm Start of Mixed-Integer Programs for Model Predictive Control of Hybrid Systems AI翻译
  作者：Marcucci, Tobia; Tedrake, Russ
  作者单位：Massachusetts Institute of Technology (MIT)
  摘要：In hybrid model predictive control (MPC), a mixed-integer quadratic program (MIQP) is solved at each sampling time to compute the optimal control action. Although these optimizations are generally very demanding, in MPC, we expect consecutive problem instances to be nearly identical. This article addresses the question of how computations performed at one time step can be reused to accelerate (warm start) the solution of subsequent MIQPs. Reoptimization is not a rare practice in integer progra...
• Necessary and Sufficient Stability Condition by Finite Number of Mathematical Operations for Time-delay Systems of Neutral Type AI翻译
  作者：Gomez, Marco A.; Egorov, Alexey V.; Mondie, Sabine
  作者单位：Universidad de Guanajuato; Saint Petersburg State University; CINVESTAV - Centro de Investigacion y de Estudios Avanzados del Instituto Politecnico Nacional
  摘要：We present a new necessary and sufficient condition of exponential stability of neutral-type linear time invariant (LTI) systems with one delay. The new stability criterion is given in terms of a block matrix, which exclusively depends on the delay Lyapunov matrix and is of finite dimension.