Principal component analysis (PCA) is a powerful fault detection and isolation method. However, the classical PCA which is based on the estimation of the sample mean and covariance...
In this paper, the complex-step method is applied in the setting of numerical optimisation problems involving dynamical systems modelled as nonlinear differential equations. The m...
We present a robust algorithm for independent component analysis that uses the sum of marginal quadratic negentropies as a dependence measure. It can handle arbitrary source densit...
We consider the problem of fitting linearly parameterized models, that arises in many computer vision problems such as road scene analysis. Data extracted from images usually cont...
A wide variety of stability and performance questions about linear dynamical systems can be reformulated as convex optimization problems involving linear matrix inequalities (LMIs...
Erin M. Aylward, Pablo A. Parrilo, Jean-Jacques E....