Nonlinear optimization filters for stochastic time‐varying convex optimization - Simonetto, Andrea; Massioni, Paolo (International journal of robust and nonlinear control, 2024)
Keywords: Algorithms; Convexity; Design optimization; dissipativity; Extended Kalman filter; Filter design (mathematics); Mathematics; Nonlinear filters; Optimization and Control; stochastic Optimization; time‐varying Optimization