output
20032022
most citedSquare-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise

80 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing math.OCShow all

5 papers · 1 filter

math.OC2019★ 63 cited

A numerical approach for solving fractional optimal control problems using modified hat functions

Somayeh Nemati, Pedro M. Lima, Delfim F. M. Torres

We introduce a numerical method, based on modified hat functions, for solving a class of fractional optimal control problems. In our scheme, the control and the fractional derivati…

math.OC2016★ 47 cited

Improved Discrete-Time Kalman Filtering within Singular Value Decomposition

Maria V. Kulikova, Julia V. Tsyganova

The paper presents a new Kalman filter (KF) implementation useful in applications where the accuracy of numerical solution of the associated Riccati equation might be crucially red…

math.OC2016★ 11 cited

An Investment Model with Switching Costs and the Option to Abandon

Mihail Zervos, Carlos Oliveira, Kate Duckworth

We develop a complete analysis of a general entry-exit-scrapping model. In particular, we consider an investment project that operates within a random environment and yields a payo…

math.OC2015★ 3 cited

On the Optimal Control of a Class of Non-Newtonian Fluids

Telma Guerra, Jorge Tiago, Adélia Sequeira

We consider optimal control problems of systems governed by stationary, incompressible generalized Navier-Stokes equations with shear dependent viscosity in a two-dimensional or th…

math.OC2013★ 16 cited

Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering

Maria V. Kulikova, Julia V. Tsyganova

This paper addresses the numerical aspects of adaptive filtering (AF) techniques for simultaneous state and parameters estimation arising in the design of dynamic positioning syste…