Zobrazeno 1 - 10
of 407
pro vyhledávání: '"Ferrante, Augusto"'
This work focuses on the problem of exact model reduction of positive linear systems, by leveraging minimal realization theory. While even determining the existence of a positive reachable realization remains an open problem, we are able to fully cha
Externí odkaz:
http://arxiv.org/abs/2406.11696
A new paradigm is proposed for the robustification of the LQG controller against distributional uncertainties on the noise process. Our controller optimizes the closed-loop performances in the worst possible scenario under the constraint that the noi
Externí odkaz:
http://arxiv.org/abs/2306.05227
This paper deals with the estimation of the hidden factor in Dynamic Generalized Factor Analysis via a generalization of Kalman filtering. Asymptotic consistency is discussed and it is shown that the Kalman one-step predictor is not the right tool wh
Externí odkaz:
http://arxiv.org/abs/2211.12789
The paper deals with the problem of estimating the M$^2$ (i.e. multivariate and multidimensional) spectral density function of a stationary random process or random field. We propose the $f$-truncated periodogram, i.e. a truncated periodogram where t
Externí odkaz:
http://arxiv.org/abs/2208.11980
Publikováno v:
In Communications in Nonlinear Science and Numerical Simulation September 2024 136
This paper deals with the dynamic factor analysis problem for an ARMA process. To robustly estimate the number of factors, we construct a confidence region centered in a finite sample estimate of the underlying model which contains the true model wit
Externí odkaz:
http://arxiv.org/abs/2107.03873
We face the factor analysis problem using a particular class of auto-regressive processes. We propose an approximate moment matching approach to estimate the number of factors as well as the parameters of the model. This algorithm alternates a step o
Externí odkaz:
http://arxiv.org/abs/2009.02507
Publikováno v:
SIAM J. Control Optimization, vol. 59, no. 4, pp. 2977-2996, 2021
This paper concerns a spectral estimation problem for multivariate (i.e., vector-valued) signals defined on a multidimensional domain, abbreviated as M$^2$. The problem is posed as solving a finite number of trigonometric moment equations for a nonne
Externí odkaz:
http://arxiv.org/abs/2004.14778
The positive link prediction (PLP) problem is formulated in a system identification framework: we consider dynamic graphical models for auto-regressive moving-average (ARMA) Gaussian random processes. For the identification of the parameters, we mode
Externí odkaz:
http://arxiv.org/abs/2004.14187
Publikováno v:
ECC 2020
We consider the problem of link prediction in networks whose edge structure may vary (sufficiently slowly) over time. This problem, with applications in many important areas including social networks, has two main variants: the first, known as positi
Externí odkaz:
http://arxiv.org/abs/2004.14183