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We describe an efficient method for solving an optimal control problem that arises in robust model-predictive control. The problem is to design the input sequence that minimizes the peak tracking erro...
Controller design for systems typically faces a trade-off between robustness and performance, and the reliability of linear controllers has caused many control practitioners to focus on the former. Ho...
A new test is proposed for the weak white noise null hypothesis. The test is based on an automatic choice of the order for a Box-Pierce or Hong test statistic.
Hierarchical clustering based on pairwise similarities is a common tool used in a broad range of scientific applications. However, in many problems it may be expensive to obtain or compute similaritie...
We propose a non-parametric statistical procedure for detecting multiple change-points in multidimensional signals. The method is based on a test statistic that generalizes the well-known Kruskal-Wall...

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