This book synthesizes these recent advances and makes them accessible to first-year graduate students. James Hamilton provides the first adequate text-book treatments of important innovations such as vector autoregressions, generalized method of mom
This paper focuses on the design of observers with finite convergence time for continuous time linear time– varying systems. For this purpose we outline how recent results for finite time convergent observers for time-invariant systems can be expand
Gulpinar, N. , & Pachamanova, D. (2013). A robust optimization approach to asset liability management under time-varying investment opportunities. Journal of Banking and Finance, 37 (6), 2031–2041 .
This paper studies a new solution framework for adaptive control of a class of MIMO time-varying systems with indicator function based parametrization, motivated by a general discrete-time MIMO Takagi–Sugeno (T–S) fuzzy system model in an input–outpu
