389 search results - page 40 / 78 » automatica 2007 |
AUTOMATICA
2006
14 years 9 months ago
2006
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
AUTOMATICA
2006
14 years 9 months ago
2006
We consider a class of systems with a cyclic interconnection structure that arises, among other examples, in dynamic models for certain biochemical reactions. We first show that a...
AUTOMATICA
2006
14 years 9 months ago
2006
This paper investigates new ways of inferring nonlinear dependence from measured data. The existence of unique linear and nonlinear sub-spaces which are structural invariants of g...
AUTOMATICA
2006
14 years 9 months ago
2006
This paper proposes a novel subspace approach towards direct identification of a residual model for fault detection and isolation (FDI) in a system with non-uniformly sampled mult...
AUTOMATICA
2006
14 years 9 months ago
2006
We explicitly construct global strict Lyapunov functions for rapidly time-varying nonlinear control systems. The Lyapunov functions we construct are expressed in terms of oftentim...