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math.OC2015
How To Tame Your Sparsity Constraints
Jose A. Lopez
We show that designing sparse controllers, in a discrete (LTI) setting, is easy when the controller is assumed to be an FIR filter. In this case, the problem reduces to…
math.OC2015
Robust Anomaly Detection Using Semidefinite Programming
Jose A. Lopez, Octavia Camps, Mario Sznaier
This paper presents a new approach, based on polynomial optimization and the method of moments, to the problem of anomaly detection. The proposed technique only requires informatio…