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The L-median is a robust estimator of multivariate location with good statistical properties. Several algorithms for computing the L-median are available. Problem specific algorithms can be used, but also general optimization routines. The aim is to compare different algorithms with respect to their precision and runtime. This is possible because all considered algorithms have been implemented in a standardized manner in the open source environment R. In most situations, the algorithm based on the optimization routine NLM (non-linear minimization) clearly outperforms other approaches. Its low computation time makes applications for large and high-dimensional data feasible. [ABSTRACT FROM AUTHOR]

Abstract: This note extends to the continuous-time case the “tube-based” approach for the design of discrete-time robust model predictive control (MPC) algorithms developed in . This extension is of interest in view of the simplicity and popularity of the method as well as of the industrial relevance of continuous-time implementations of MPC. The proposed robust control law is composed of two terms: (1) a sampled-data MPC control law and (2) a continuous-time state feedback term. [Copyright &y& Elsevier]

Abstract: To explore multi-way data, different methods have been proposed. Here, we study the popular PARAFAC (Parallel factor analysis) model, which expresses multi-way data in a more compact way, without ignoring the underlying complex structure. To estimate the score and loading matrices, an alternating least squares procedure is typically used. It is however well known that least squares techniques suffer from outlying observations, making the models useless when outliers are present in the data. In this paper, we present a robust PARAFAC method. Essentially, it searches for an outlier-free subset of the data, on which we can then perform the classical PARAFAC algorithm. An outlier map is constructed to identify outliers. Simulations and examples show the robustness of our approach. [Copyright &y& Elsevier]