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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:179/0  |  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  
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  
Recursive Nonparametric Identification of Nonlinear Systems With Adaptive Binary Sensors 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 卷号: 62, 期号: 8, 页码: 3959-3971
作者:  Zhao, Wenxiao;  Chen, Han-Fu;  Tempo, Roberto;  Dabbene, Fabrizio
收藏  |  浏览/下载:104/0  |  提交时间:2018/07/30
Binary sensor  nonparametric nonlinear system  recursive identification  stochastic approximation  strong consistency