The finite sample properties of the Fourier estimator of integrated volatility under market microstructure noise are studied. Analytic expressions for the bias and the mean square...
Abstract—In this paper, we consider robust joint linear precoder/receive filter design for multiuser multi-input multi-output (MIMO) downlink that minimizes the sum mean square ...
In this paper, by introducing the concept of command-to-state/output mapping, it is shown that the state of an uncertain nonlinear system can robustly be estimated if command-to-s...
In this paper, a variance constrained filtering problem is considered for systems with both non-Gaussian noises and polytopic uncertainty. A novel filter is developed to estimate t...
Automatic physical database design tools rely on "what-if" interfaces to the query optimizer to estimate the execution time of the training query workload under differen...