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Average Consensus for Multi-Agent System with Measurement Noise and Binary-Valued Communication 期刊论文
ASIAN JOURNAL OF CONTROL, 2019, 卷号: 21, 期号: 3, 页码: 1043-1056
作者:  Wang, Ximei;  Wang, Ting;  Xu, Changbao;  Zhao, Yanlong
收藏  |  浏览/下载:178/0  |  提交时间:2020/01/10
Multi-agent systems  average consensus  binary-valued communication  state estimation  convergence  convergence rate  
FIR system identification with set-valued and precise observations from multiple sensors 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2019, 卷号: 62, 期号: 5, 页码: 16
作者:  Zhang, Hang;  Wang, Ting;  Zhao, Yanlong
收藏  |  浏览/下载:148/0  |  提交时间:2020/01/10
system identification  FIR system  set-valued  precise  fusion estimation  quasi-convex combination estimator  
Arbitrage-free conditions for implied volatility surface by Delta 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019, 卷号: 48, 页码: 819-834
作者:  Wang, Ximei;  Zhao, Yanlong;  Bao, Ying
收藏  |  浏览/下载:155/0  |  提交时间:2020/01/10
Implied volatility surface  Foreign exchange market  Arbitrage-free condition  Deltas  
Consensus Protocol for Multiagent Systems With Undirected Topologies and Binary-Valued Communications 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 卷号: 64, 期号: 1, 页码: 206-221
作者:  Zhao, Yanlong;  Wang, Ting;  Bi, Wenjian
收藏  |  浏览/下载:165/0  |  提交时间:2019/03/05
Binary-valued communication  consensus  convergence  convergence rate  identification method without truncation  multiagent system  two-time-scale protocol  
Asymptotically efficient non-truncated identification for FIR systems with binary-valued outputs 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2018, 卷号: 61, 期号: 12, 页码: 3
作者:  Wang, Ting;  Tan, Jianwei;  Zhao, Yanlong
收藏  |  浏览/下载:137/0  |  提交时间:2019/01/11
Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2018, 卷号: 61, 期号: 4, 页码: 17
作者:  Wang, Ximei;  He, Xingkang;  Bao, Ying;  Zhao, Yanlong
收藏  |  浏览/下载:164/0  |  提交时间:2018/07/30
Heston model  stochastic volatility model  parameter estimation  normal maximum likelihood estimation  pseudo maximum likelihood estimation  consistent extended Kalman filter  
Average Consensus of Multi-Agent Systems Under Directed Topologies and Binary-Valued Communications 期刊论文
IEEE ACCESS, 2018, 卷号: 6, 页码: 55995-56006
作者:  Wang, Ting;  Zhang, Hang;  Zhao, Yanlong
收藏  |  浏览/下载:124/0  |  提交时间:2019/01/11
Binary-valued communications  multi-agent systems  average consensus  state estimation  control design  directed topologies  
Identification of Wiener systems with quantized inputs and binary-valued output observations 期刊论文
AUTOMATICA, 2017, 卷号: 78, 页码: 280-286
作者:  Guo, Jin;  Wang, Le Yi;  Yin, George;  Zhao, Yanlong;  Zhang, Ji-Feng
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
Identification  Wiener system  Quantized input  Binary-valued observation  Asymptotic efficiency  
Iterative parameter estimate with batched binary-valued observations 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2016, 卷号: 59, 期号: 5, 页码: 18
作者:  Zhao, Yanlong;  Bi, Wenjian;  Wang, Ting
收藏  |  浏览/下载:126/0  |  提交时间:2018/07/30
Binary-valued observation  maximum likelihood estimate  strongly convex  system identification  exponential rate  
Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs 期刊论文
AUTOMATICA, 2015, 卷号: 57, 页码: 113-122
作者:  Guo, Jin;  Wang, Le Yi;  Yin, George;  Zhao, Yanlong;  Zhang, Ji-Feng
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
System identification  Quantization  Non-periodic input  Asymptotic efficiency  Input design