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» The Complexity of Global Constraints
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AUTOMATICA
2010
110views more  AUTOMATICA 2010»
15 years 7 months ago
Moving-horizon partition-based state estimation of large-scale systems
This paper presents three novel Moving Horizon Estimation (MHE) methods for discrete-time partitioned linear systems, i.e. systems decomposed into coupled subsystems with non-over...
Marcello Farina, Giancarlo Ferrari-Trecate, Riccar...
COR
2008
116views more  COR 2008»
15 years 7 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
CORR
2008
Springer
118views Education» more  CORR 2008»
15 years 7 months ago
Descent methods for Nonnegative Matrix Factorization
In this paper, we present several descent methods that can be applied to nonnegative matrix factorization and we analyze a recently developped fast block coordinate method. We als...
Ngoc-Diep Ho, Paul Van Dooren, Vincent D. Blondel
DT
2008
75views more  DT 2008»
15 years 7 months ago
Application Scenarios in Streaming-Oriented Embedded-System Design
In the past decade real-time embedded systems became more and more complex and pervasive. From the user perspective, these systems have stringent requirements regarding size, perfo...
Stefan Valentin Gheorghita, Twan Basten, Henk Corp...
173
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FTEDA
2006
113views more  FTEDA 2006»
15 years 7 months ago
Languages and Tools for Hybrid Systems Design
The explosive growth of embedded electronics is bringing information and control systems of increasing complexity to every aspects of our lives. The most challenging designs are s...
Luca P. Carloni, Roberto Passerone, Alessandro Pin...