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TSP
2010
13 years 4 months ago
Efficient recursive estimators for a linear, time-varying Gaussian model with general constraints
The adaptive estimation of a time-varying parameter vector in a linear Gaussian model is considered where we a priori know that the parameter vector belongs to a known arbitrary s...
Stefan Uhlich, Bin Yang
TSP
2010
13 years 4 months ago
Generalized adaptive notch smoothing revisited
The problem of identification of quasi-periodically varying dynamic systems is considered. This problem can be solved using generalized adaptive notch filtering (GANF) algorithms. ...
Maciej Niedzwiecki
SIAMCO
2002
61views more  SIAMCO 2002»
13 years 9 months ago
Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
We consider a stochastic linear
Mustapha Ait Rami, John B. Moore, Xun Yu Zhou
CDC
2010
IEEE
130views Control Systems» more  CDC 2010»
13 years 4 months ago
Generalized efficiency bounds in distributed resource allocation
Game theory is emerging as a popular tool for distributed control of multiagent systems. In order to take advantage of these game theoretic tools the interactions of the autonomous...
Jason R. Marden, Tim Roughgarden
ORL
2010
156views more  ORL 2010»
13 years 4 months ago
Advertisement allocation for generalized second-pricing schemes
Recently, there has been a surge of interest in algorithms that allocate advertisement space in an online revenue-competitive manner. Most such algorithms, however, assume a pay-a...
Ashish Goel, Mohammad Mahdian, Hamid Nazerzadeh, A...