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Conference

Advances in Computing and Communications 

About: Advances in Computing and Communications is an academic conference. The conference publishes majorly in the area(s): Control theory & Nonlinear system. Over the lifetime, 15358 publications have been published by the conference receiving 149480 citations.


Papers
More filters
Proceedings ArticleDOI
21 Jun 1995
TL;DR: A new recursive linear estimator for filtering systems with nonlinear process and observation models which can be transformed directly by the system equations to give predictions of the transformed mean and covariance is described.
Abstract: In this paper we describe a new recursive linear estimator for filtering systems with nonlinear process and observation models. This method uses a new parameterisation of the mean and covariance which can be transformed directly by the system equations to give predictions of the transformed mean and covariance. We show that this technique is more accurate and far easier to implement than an extended Kalman filter. Specifically, we present empirical results for the application of the new filter to the highly nonlinear kinematics of maneuvering vehicles.

1,997 citations

Proceedings ArticleDOI
23 Nov 2009

872 citations

Proceedings ArticleDOI
21 Jun 1995
TL;DR: In this paper, the authors introduced the notion of string stability of a countably infinite interconnection of a class of nonlinear systems and derived sufficient ("weak coupling") conditions that guarantee asymptotic string stability.
Abstract: In this paper we introduce the notion of string stability of a countably infinite interconnection of a class of nonlinear systems. Intuitively, string stability implies uniform boundedness of all the states of the interconnected system for all time if the initial states of the interconnected system are uniformly bounded. It is well known that the I/O gain of all the subsystems less than unity guarantees that the interconnected system is I/O stable. We derive sufficient ("weak coupling") conditions which guarantee asymptotic string stability of a class of interconnected systems. Under the same "weak coupling" conditions, string stable interconnected systems remain string stable in the presence of small structural/singular perturbations. In the presence of parameter mismatch, these "weak coupling" conditions ensure that the states of all the subsystems are all uniformly bounded when gradient based parameter adaptation law is used and that they go to zero asymptotically.

715 citations

Proceedings ArticleDOI
29 Jun 1994
TL;DR: In this article, the authors address the robustness issue in MPC by directly incorporating the description of plant uncertainty in the MPC problem formulation, where the plant uncertainty is expressed in the time domain by allowing the state-space matrices of the discrete-time plant to be arbitrarily time-varying and belonging to a polytope.
Abstract: The primary disadvantage of current design techniques for model predictive control (MPC) is their inability to explicitly deal with model uncertainty. In this paper, the authors address the robustness issue in MPC by directly incorporating the description of plant uncertainty in the MPC problem formulation. The plant uncertainty is expressed in the time-domain by allowing the state-space matrices of the discrete-time plant to be arbitrarily time-varying and belonging to a polytope. The existence of a feedback control law minimizing an upper bound on the infinite horizon objective function and satisfying the input and output constraints is reduced to a convex optimization over linear matrix inequalities (LMIs). It is shown that for the plant uncertainty described by the polytope, the feasible receding horizon state feedback control design is robustly stabilizing.

621 citations

Proceedings ArticleDOI
01 Sep 2017
TL;DR: This work uses three different deep learning architectures for the price prediction of NSE listed companies and compares their performance and applies a sliding window approach for predicting future values on a short term basis.
Abstract: Stock market or equity market have a profound impact in today's economy. A rise or fall in the share price has an important role in determining the investor's gain. The existing forecasting methods make use of both linear (AR, MA, ARIMA) and non-linear algorithms (ARCH, GARCH, Neural Networks), but they focus on predicting the stock index movement or price forecasting for a single company using the daily closing price. The proposed method is a model independent approach. Here we are not fitting the data to a specific model, rather we are identifying the latent dynamics existing in the data using deep learning architectures. In this work we use three different deep learning architectures for the price prediction of NSE listed companies and compares their performance. We are applying a sliding window approach for predicting future values on a short term basis. The performance of the models were quantified using percentage error.

517 citations

Performance
Metrics
No. of papers from the Conference in previous years
YearPapers
2021803
2020785
2019951
20181,539
20171,370
20161,718