Abstract: This paper considers nonlinear state estimation subject to inequality constraints in the form of linear and linear-matrix inequalities. Rewriting the standard maximum likelihood objective ...

Casey Murphy has fanned his passion for finance through years of writing about active trading, technical analysis, market commentary, exchange-traded funds (ETFs), commodities, futures, options, and ...

Matt Lee is the founding partner of Atlas Growth Capital. He has 3+ years of experience as a consultant and startup advisor. If you need to get a loan, be sure you understand the difference between a ...

Abstract: In this paper, for online solution of time-varying linear matrix inequality (LMI), such an LMI is first converted to a time-varying matrix equation by introducing a time-varying matrix, of ...