Empirical Characteristic Multiplier Estimation: A Comparison of Methods and Improvements
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Sound and Vibration"
DOI: 10.1016/j.jsv.2021.116053
Abstract: Abstract Characteristic multipliers (CMs) describe the behavior, such as stability, of a dynamical system near a limit cycle. While existing methods are available to estimate CMs from time series measurements of the system’s state, practical… read more here.
Keywords: existing methods; empirical characteristic; comparison methods; multiplier estimation ... See more keywords
Fast, Convexified Stochastic Optimal Open-Loop Control for Linear Systems Using Empirical Characteristic Functions
Sign Up to like & getrecommendations! Published in 2020 at "IEEE Control Systems Letters"
DOI: 10.1109/lcsys.2020.2998857
Abstract: We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of characteristic functions… read more here.
Keywords: stochastic optimal; control; characteristic functions; empirical characteristic ... See more keywords