An algorithm for Bayes parameter identification with quadratic asymmetrical loss function

Piotr Kulczycki; Aleksander Mazgaj

Displaying similar documents to “An algorithm for Bayes parameter identification with quadratic asymmetrical loss function”

Transformation of optimal control problems of descriptor systems into problems with state-space systems

Jovan Stefanovski (2012)

Kybernetika

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We show how we can transform the $ℋ_{\infty}$ and $ℋ_{2}$ control problems of descriptor systems with invariant zeros on the extended imaginary into problems with state-space systems without such zeros. Then we present necessary and sufficient conditions for existence of solutions of the original problems. Numerical algorithm for $ℋ_{\infty}$ control is given, based on the Nevanlinna-Pick theorem. Also, we present an explicit formula for the optimal $ℋ_{2}$ controller.

Dijkstra's algorithm revisited: the dynamic programming connexion

Moshe Sniedovich (2006)

Control and Cybernetics

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On the solvability of a nonlocal problem arising in dynamics of moisture transfer.

Bouziani, Abdelfatah (2003)

Georgian Mathematical Journal

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A note on the determinant of a Toeplitz-Hessenberg matrix

Mircea Merca (2013)

Special Matrices

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The nth-order determinant of a Toeplitz-Hessenberg matrix is expressed as a sum over the integer partitions of n. Many combinatorial identities involving integer partitions and multinomial coefficients can be generated using this formula.