Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
Space-time block codes (STBCs) from coordinate interleaved orthogonal designs (CIODs) have attracted considerable attention lately due to their full-diversity and single-symbol dec...
We investigate flow rate optimization on a wireless link with randomly varying channel gain using techniques from adaptive modulation and network utility maximization. We consider ...
In the past decade, moving horizon estimation (MHE) has emerged as a powerful technique for estimating the state of a dynamical system in the presence of nonlinearities and disturb...
Angelo Alessandri, Marco Baglietto, Giorgio Battis...
—In this paper, we present two methods for accurate gradient estimation from scalar field data sampled on regular lattices. The first method is based on the multidimensional Tayl...