4 papers
On the positive semidefinteness of a class of Hermitian Cauchy-like matrices
Augusto Ferrante
We establish the positive semidefiniteness of a class of Hermitian Cauchy-like matrices associated with real Hurwitz polynomials having distinct zeros. Writing the zeros as $-λ_1,\…
A Duality Reformulation of the Companion-Matrix Lyapunov Problem
Augusto Ferrante
We study the relation between positive semidefiniteness and entrywise nonnegativity for solutions of continuous-time Lyapunov equations. For a real Hurwitz matrix , we show that…
On the Lyapunov equation with the state matrix in companion form
Augusto Ferrante
We study the continuous-time Lyapunov equation under the assumption that the state matrix is a Hurwitz companion matrix. The standard Lyapunov theory implies that the unique soluti…
Distributionally Robust LQG with Kullback-Leibler Ambiguity Sets
Marta Fochesato, Lucia Falconi, Mattia Zorzi +2
The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially obs…