4 papers
An online optimization algorithm for tracking a linearly varying optimal point with zero steady-state error
Alex Xinting Wu, Ian R. Petersen, Valery Ugrinovskii +1
In this paper, we develop an online optimization algorithm for solving a class of nonconvex optimization problems with a linearly varying optimal point. The global convergence of t…
Global convergence and asymptotic optimality of the heavy ball method for a class of non-convex optimization problems
Valery Ugrinovskii, Ian R. Petersen, Iman Shames
In this letter we revisit the famous heavy ball method and study its global convergence for a class of non-convex problems with sector-bounded gradient. We characterize the paramet…
Optimal Sensor Gain Control for Minimum-Information Estimation of Continuous-Time Gauss-Markov Processes
Vrushabh Zinage, Takashi Tanaka, Valeri Ugrinovskii
We consider the scenario in which a continuous-time Gauss-Markov process is estimated by the Kalman-Bucy filter over a Gaussian channel (sensor) with a variable sensor gain. The pr…
Active versus Passive Coherent Equalization of Passive Linear Quantum Systems
V. Ugrinovskii, M. R. James
The paper considers the problem of equalization of passive linear quantum systems. While our previous work was concerned with the analysis and synthesis of passive equalizers, in t…