Certain frequency-shaped standard linear quadratic (LQ) controllers involving state feedback have attractive loop robustness properties. These robustness properties may vanish in passing to an output feedback scheme, as when state estimates are used instead of states. The known exception to date is when the plants are minimum phase and state estimation with loop recovery is used, as in LQG/LTR ...

In this paper, I propose a general pricing framework that allows the risk−neutral dynamics of loss given default (LQ) and default probabilities (λQ) to be separately and sequentially discovered. The key is to exploit the differentials in LQ exhibited by different securities on the same underlying firm. By using equity and option data, I show that one can efficiently extract pure measures of λQ ...

We use finite incident structures to construct new infinite families of directed strongly regular graphs with parameters (l(q−1)q, l(q−1)q, (lq−l+1)q, (l−1)(q−1)q, (lq−l+1)q) for integers q and l (q, l ≥ 2), and (lq(q − 1), lq(q − 1), lq − l + 1, (l − 1)(q − 1), lq − l + 1) for all prime powers q and l ∈ {1, 2, . . . , q}. The new graphs given by these constructions include those with parameter...

The aim of this study was to evaluate the effect of sex determination procedures in Day 7 to Day 8 bovine embryos of various quality. For the purposes of comparison we used high quality (HQ) as well as lower quality (LQ) embryos obtained from superovulated donors. The healthy embryonic cells isolated from HQ embryos and blastomeres protruding into the perivitelline space of LQ embryos, were ana...

We examine the stochastic parabolic integral equation of convolution type U(t) +A ∫ t 0 k1(t− s)U(s) ds = ∫ t 0 k2(t− s)G(s) dWH(s), t ≥ 0, where U(t) takes values in Lq(O;R) with O a σ-finite measure space, and q ∈ [2,∞). The linear operator A maps D(A) ⊂ Lq(O;R) into Lq(O;R), is nonnegative and admits a bounded H∞-calculus on Lq(O;R). The kernels are powers of t, with k1(t) = 1 Γ(α) t α−1, k2...

The objective of this article is to introduce a novel data-driven iterative linear quadratic (LQ) control method for solving class nonlinear optimal tracking problems. Specifically, an algorithm proposed approximate the Q-factors arising from LQ stochastic This then coupled with LQ-methods determining local solutions problems in purely setting. Simulation results highlight potential field appli...

*Correspondence: [email protected] School of Mathematical and Statistics, Zaozhuang University, Zaozhuang, 277160, China Abstract Optimal asymptotic orders of the probabilistic linear (n,δ)-widths of λn,δ (Wr 2,α,β ,ν , Lq,α,β ) of the weighted Sobolev spaceW r 2,α,β equipped with a Gaussian measure ν are established, where Lq,α,β , 1≤ q≤∞, denotes the Lq space on [–1, 1] with respect to the me...

Let I = [a, b] ⊂ R, let 1 < p ≤ q <∞, let u and v be positive functions with u ∈ Lp′ (I), v ∈ Lq(I) and let T : Lp(I)→ Lq(I) be the Hardy-type operator given by

Let I = [a, b] ⊂ R, let 1 < q ≤ p <∞, let u and v be positive functions with u ∈ Lp′(I), v ∈ Lq(I) and let T : Lp(I) → Lq(I) be the Hardy-type operator given by

BACKGROUND Tibial eminence fractures occur most commonly in skeletally immature children. Several techniques using physeal-sparing fracture fixation have been described, but their structural properties have not been evaluated. PURPOSE To determine the strength and resistance to displacement of physeal-sparing techniques used to fix tibial eminence fractures. STUDY DESIGN Controlled laborato...