This paper presents a new observer design methodology for a time varying actuator fault estimation. A new linear matrix inequality (LMI) design algorithm is developed to tackle the limitations (e.g. equality constraint and robustness problems) of the well known so called fast adaptive fault estimation observer (FAFE). The FAFE is capable of estimating a wide range of time-varying actuator fault...

Existing interval constraint logic programming languages, such as BNR Prolog, work under the framework of interval narrowing and are deficient in solving systems of linear constraints over real numbers, which constitute an important class of problems in engineering and other applications. In this paper, we suggest to separate linear equality constraint solving from inequality and non-linear con...

We consider the problem of minimizing a convex separable logarithmic function over a region defined by a convex inequality constraint or linear equality constraint, and twosided bounds on the variables (box constraints). Such problems are interesting from both theoretical and practical point of view because they arise in somemathematical programming problems as well as in various practical prob...

Let  be a local Cohen-Macaulay ring with infinite residue field,  an Cohen - Macaulay module and  an ideal of  Consider  and , respectively, the Rees Algebra and associated graded ring of , and denote by  the analytic spread of  Burch’s inequality says that  and equality holds if  is Cohen-Macaulay. Thus, in that case one can compute the depth of associated graded ring of  as  In this paper we ...

We consider the problem of projecting a point onto a region defined by a linear equality or inequality constraint and two-sided bounds on the variables. Such problems are interesting because they arise in various practical problems and as subproblems of gradient-type methods for constrained optimization. Polynomial algorithms are proposed for solving these problems and their convergence is prov...

Rigid body dynamics with contact constraints can be solved locally using linear complementarity techniques. However, these techniques do not impose the original constraints and need stabilization. In this paper we show how constraint stabilization can also be done in a complementarity framework. Our technique effectively eliminates the drift problem for both equality and inequality constraints ...

A Lagrange multiplier rule for nite dimensional Lipschitz problems is proven that uses a nonconvex generalized gradient. This result uses either both the linear generalized gradient and the generalized gradient of Mordukhovich or the linear generalized gradient and a qualiication condition involving the pseudo-Lipschitz behavior of the feasible set under perturbations. The optimization problem ...

We present a Bayesian CAD modeler for robotic applications. We describe the methodology we use to represent and handle uncertainties using probability distributions on the system parameters and sensor measurements. We address the problem of the propagation of geometric uncertainties and how to take this propagation into account when solving inverse problems. The proposed approach may be seen as...

and there are no inequality constraints (i.e. there are no fi(x) i = 1, . . . , m). We simply write the p equality constraints in the matrix form as Cx− d = 0. The basic idea in Lagrangian duality is to take the constraints in (1) into account by augmenting the objective function with a weighted sum of the constraint functions. We define the Lagrangian L : R ×R ×R → R associated with the proble...