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Simultaneous stabilization problem arises in various systems and control applications. This paper introduces a new approach to addressing this problem in the multivariable scenario, building upon our previous findings in the scalar case.…

In standard treatments of stochastic filtering one first has to estimate the values of the parameters of the model. Simply running the filter without considering the reliability of this estimate does not take into account this additional…

We establish the boundedness character of solutions of a system of rational difference equations with a variable coefficient

Presented is a new method yielding parameterized solution to an interval parametric linear system. Some properties of this method are discussed. The solution enclosure it provides is compared to the enclosures by other methods. It is shown…

Along this work we study an indefinite abstract smoothing problem. After establishing necessary and sufficient conditions for the existence of solutions to this problem, the set of admissible parameters is discussed in detail. Then, its…

This article presents an equivalent formulation of the implicit complementarity problem. We demonstrate that solution of the equivalent formulation is equivalent to the solution of the implicit complementarity problem. Moreover, we provide…

To estimate the optimal constant in Hardy-type inequalities, some variational formulas and approximating procedures are introduced. The known basic estimates are improved considerably. The results are illustrated by typical examples. It is…

We have observed a common problem of solving for the marginal covariance of parameters introduced in new observations. This problem arises in several situations, including augmenting parameters to a Kalman filter, and computing weight for…

We present a collection of well-conditioned integral equation methods for the solution of electrostatic, acoustic or electromagnetic scattering problems involving anisotropic, inhomogeneous media. In the electromagnetic case, our approach…

We introduce a relaxation of the Aleksandrov condition for the Gauss Image Problem. This weaker condition turns out to be a necessary condition for two measures to be related by a convex body. We provide several properties of the new…

The exact solution of a Cauchy problem related to a linear second-order difference equation with constant noncommutative coefficients is reported.

While the constant radial acceleration problem is known to be integrable and has received some recent attention in an orbital mechanics context, a closed form explicit solution, relating the state variables to a time parameter, has eluded…

We consider scalar equilibrium problems governed by a bifunction in a finite-dimensional framework. By using classical arguments in Convex Analysis, we show that under suitable generalized convexity assumptions imposed on the bifunction,…

We describe a novel optimization method for finite sums (such as empirical risk minimization problems) building on the recently introduced SAGA method. Our method achieves an accelerated convergence rate on strongly convex smooth problems.…

Given a text and a pattern over two types of symbols called constants and variables, the parameterized pattern matching problem is to find all occurrences of substrings of the text that the pattern matches by substituting a variable in the…

A new simple proof of Stirling's formula via the partial fraction expansion for the tangent function is presented.

We propose a method for obtaining the Schmidt decomposition of bipartite systems with continuous variables. It approximates the modes to the prescribed accuracy by well known orthogonal functions. We give some criteria for the control of…

Absolute pose estimation is a fundamental problem in computer vision, and it is a typical parameter estimation problem, meaning that efforts to solve it will always suffer from outlier-contaminated data. Conventionally, for a fixed…

One key challenge for solving a general stochastic optimization problem with expectations in the objective and constraint functions using ordinary stochastic iterative methods lies in the infeasibility issue caused by the randomness over…

In this paper, we present a stabilized mixed formulation for unsteady Brinkman equation. The formulation is systematically derived based on the variational multiscale formalism and the method of horizontal lines. The derivation does not…