the risk free rate of return plays a main role in financial economic theory and financial markets. due to prohibition of interest in islamic countries there is no specific financial instrument with risk free rate of return as a criterion for measuring the risk free rate of market. we apply the kalman filter to estimate this variable for financial markets in iran. the technique is based on a sta...

Analyzing the impact of environment on drivers’ stress level and workload is high importance for designing human-centered driver-vehicle interaction systems to ultimately help build a safer driving experience. However, driver’s state, including workload, are latent variables that cannot be measured their own should estimated through sensor measurements such as psychophysiological measures. We p...

In this paper, we derive state-space integral quadratic constraints (IQC) equivalent to global performance criteria for a spatially invariant array of systems. We first show that a local IQC is equivalent to global stability with a decentralized Lyapunov function. Then, a local state-space IQC equivalent a global H∞ norm bound is also provided.

This paper considers the problem of global asymptotic stability of a class of two-dimensional (2-D ) uncertain discrete systems described by the Fornasini–Marchesini second local state-space (FMSLSS) model under the influence of various combinations of quantization/overflow nonlinearities and interval-like time-varying delay in the state. The systems under consideration involve parameter uncert...

This paper considers the problem to eliminate latent variables from models in the class of linear shift-invariant L2 systems. Models in this class are assumed to relate manifest and latent variables by means of rational operators. The question is addressed when the induced manifest behavior of such a model again admits a representation as the L2 kernel of a rational operator. Necessary and suff...

Recently several new LMI conditions for stability of linear systems have been proposed, introducing additional slack variables to reduce the gap between conservative convex quadratic stability conditions and intractable non-convex robust stability conditions. In this paper we show that these improved LMI conditions can be derived with the help of some basic results on positive polynomial matric...

Subspace-based methods for state-space system identiication have lately been suggested as an alternative to more traditional techniques for multivariable system identiication. In this paper a novel instrumental variable (IV) approach to subspace-based system identiication is presented. Consistency and choices of IVs are discussed. One result of the paper is that the so-called PO-MOESP algorithm...

In this paper we propose a latent variable model, in the spirit of Israilevich and Kuttner (1993), to measure regional manufacturing production. To test the validity of the proposed methodology, we have applied it for those Spanish regions that have a direct quantitative index. The results demonstrate the accuracy of the methodology proposed and show that it can overcome some of the difficultie...