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...
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
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...
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...
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...