This paper considers the robustness of stochastic stability of Markovian jump linear systems in continuous- and discrete-time with respect to their transition rates and probabilit...
This paper is concerned with outer approximations of the minimal disturbance invariant set (MDIS) of a discrete-time linear system with an additive set-bounded disturbance. The k-...
A block Toeplitz algorithm is proposed to perform the J-spectral factorization of a para-Hermitian polynomial matrix. The input matrix can be singular or indefinite, and it can ha...
It is known that many subspace algorithms give biased estimates for closed-loop data due to the existence of feedback. In this paper we present a new subspace identification metho...
In some of the recently-developed algorithms for convex parametric quadratic programs it is implicitly assumed that the intersection of the closures of two adjacent critical regio...