Convex optimization and implicit differentiation methods for control and estimation
Abstract/Contents
- Abstract
- This disseration covers five applications of convex optimization and implicit differentiation methods to the fields of control and estimation. In the first chapter, we consider the problem of efficiently computing the derivative of the solution map of a convex cone program, when it exists. In the second chapter, we consider the problem of fitting the parameters in a Kalman smoother to data. In the third chapter, we propose a method for tuning parameters in convex optimization-based control policies. In the fourth chapter, we consider the problem of predicting the covariance of a zero mean Gaussian vector, based on another feature vector. In the fifth and final chapter, we describe a method for fitting a Markov chain, with a state transition matrix that depends on a feature vector, to data that can include missing values.
Description
| Type of resource | text |
|---|---|
| Form | electronic resource; remote; computer; online resource |
| Extent | 1 online resource. |
| Place | California |
| Place | [Stanford, California] |
| Publisher | [Stanford University] |
| Copyright date | 2021; ©2021 |
| Publication date | 2021; 2021 |
| Issuance | monographic |
| Language | English |
Creators/Contributors
| Author | Barratt, Shane |
|---|---|
| Degree supervisor | Boyd, Stephen P |
| Thesis advisor | Boyd, Stephen P |
| Thesis advisor | Hastie, Trevor |
| Thesis advisor | Pilanci, Mert |
| Degree committee member | Hastie, Trevor |
| Degree committee member | Pilanci, Mert |
| Associated with | Stanford University, Department of Electrical Engineering |
Subjects
| Genre | Theses |
|---|---|
| Genre | Text |
Bibliographic information
| Statement of responsibility | Shane Thomas Barratt. |
|---|---|
| Note | Submitted to the Department of Electrical Engineering. |
| Thesis | Thesis Ph.D. Stanford University 2021. |
| Location | https://purl.stanford.edu/ns695px9105 |
Access conditions
- Copyright
- © 2021 by Shane Barratt
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