Robust Control of Identified Models with Mixed Parametric and Non-Parametric Uncertainties

Robust control of identified models with mixed parametric and non-parametric uncertainties (revised version), Report No. 2352

A framework for identification oriented robust controller design is developed. The model is identified from open-loop i/odata and contains parametric uncertainties as well as an additive and norm-bounded error. The set of all robustly stabilising controllers, that additionally guarantee robust performance is characterised by a system of second order cones, which can be efficiently solved by int...

Contributions to Parametric and Non-parametric Analysis of Mixed Spectra

The present thesis consists of four parts, all connected to sensor array signal processing in a wide sense. The rst part covers the optimal solution to a commonly occurring matrix optimization problem and the resulting implications for the best linear unbiased estimator (BLUE) and for spatial and temporal lter design. Non-parametric spectral estimation is covered in the second part. Here, we in...

Learning Graph Structure With Parametric and Non-Parametric Models

In discrete undirected graphical models, the conditional independence of the node labels Y is specified by the graph structure. We study the case where there is another input random vector X (e.g. observed features) such that the distribution P (Y | X) is determined by functions of X that characterize the (higher-order) interactions among the Y ’s. The main contribution is to learn the graph st...

Reinsurance Rate-making with Parametric and Non-parametric Models

Supplementary Materials to “Combining parametric, semi-parametric, and non-parametric survival models with stacked survival models”

Section 1 demonstrates the connection between the Brier Score in the absence of censoring versus the inverse probability-of-censoring weighted Brier Score. Section 2 derives the meansquared error decomposition presented in Section 3 of the main paper, and presents illustrations and examples regarding the impact of candidate survival models on performance. In addition, a simple example illustrat...