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CDC
2009
IEEE
106views Control Systems» more  CDC 2009»
15 years 9 months ago
Gradient methods for iterative distributed control synthesis
— In this paper we present a gradient method to iteratively update local controllers of a distributed linear system driven by stochastic disturbances. The control objective is to...
Karl Martensson, Anders Rantzer
EUSFLAT
2003
121views Fuzzy Logic» more  EUSFLAT 2003»
15 years 6 months ago
An adaptive learning algorithm for a neo fuzzy neuron
In the paper, a new optimal learning algorithm for a neo-fuzzy neuron (NFN) is proposed. The algorithm is characteristic in that it provides online tuning of not only the synaptic...
Yevgeniy Bodyanskiy, Illya Kokshenev, Vitaliy Kolo...
MOR
2006
94views more  MOR 2006»
15 years 4 months ago
Conditional Risk Mappings
We introduce an axiomatic definition of a conditional convex risk mapping and we derive its properties. In particular, we prove a representation theorem for conditional risk mappi...
Andrzej Ruszczynski, Alexander Shapiro
PE
2006
Springer
145views Optimization» more  PE 2006»
15 years 4 months ago
Closed form solutions for mapping general distributions to quasi-minimal PH distributions
Approximating general distributions by phase-type (PH) distributions is a popular technique in stochastic analysis, since the Markovian property of PH distributions often allows a...
Takayuki Osogami, Mor Harchol-Balter
IJON
2007
118views more  IJON 2007»
15 years 4 months ago
CATS benchmark time series prediction by Kalman smoother with cross-validated noise density
This article presents the winning solution to the CATS time series prediction competition. The solution is based on classical optimal linear estimation theory. The proposed method...
Simo Särkkä, Aki Vehtari, Jouko Lampinen