Dr Paresh Date

Contact

Mathematical Sciences John Crank 310 Brunel University Uxbridge UB8 3PH United Kingdom

Tel: +44 (0)1895 265613 Fax: +44 (0)1895 269727 Email: paresh.date@brunel.ac.uk Web: Personal Website

Research Interests

Mathematical Control Theory, System Identification and Approximation (Deterministic/Stochastic), Modelling Uncertainty in Dynamic Systems, Application of Control Theory in Quantitative Finance.

University Research Centre Membership

Research Group Membership

Publications

Journal Papers

(2011) Date, P., Canepa, A. and Abdel-Jawad, M., A mixed integer linear programming model for optimal sovereign debt issuance, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 214 (3) : 749- 758

(2011) Li, P., Lam, J., Wang, Z. and Date, P., Positivity-preserving H∞ model reduction for positive systems, AutomaticaIterative algorithm 47 (7) : 1504- 1511 Download publication

(2009) Date, P., Lade, RJ., Mitra, G. and Moore, PE., Modelling the risk of failure in explosion protection installations, Journal of Loss Prevention in the Process Industries 22 (4) : 492- 498 Download publication

(2009) Date, P. and Wang, C., Linear Gaussian affine term structure models with unobservable factors: calibration and yield forecasting, European Journal of Operations Research 195 (1) : 156- 166 Download publication

(2008) Date, P., Mamon, R. and Jalen, L., A new moment matching algorithm for sampling from partially specified symmetric distributions, OR Letters 36 (6) : 669- 672 Download publication

(2004) Date, P. and Lanzon, A., A combined iterative scheme for identification and control redesigns, International Journal of Adaptive Control and Signal Processing 18 (8) : 629- 644

(2004) Date, P. and Vinnicombe, G., Algorithms for worst case identification H-infinity in the nu-gap metric, Automatica 40 (6) : 995- 1002 Download publication

(2004) Date, P. and Vinnicombe, G., Measuring distance between systems under bounded power excitation, SIAM Journal on Control and Optimization 43 (3) : 922- 936 Download publication

(1997) Nataraj, PSV., Date, P. and Umrani, A., Robust feedback synthesis for nonlinear integrodifferential equation models using generalized describing functions, Automatica 33 (5) : 959- 962

Conference Papers

(2005) Gashi, B. and Date, P., Optimal portfolio control with trading strategies of finite variation, 44th IEEE Conference on Decision and Control 2005 and 2005 European Control Conference (CDC-ECC '05) Download publication

(2002) Date, P. and Lanzon, A., An algorithm for joint identification and control, 20th Annual American Control Conference (ACC)

(2001) Date, P. and Vinnicombe, G., Measuring distance between systems under bounded power excitation, American Control Conference (ACC)

(1998) Date, P. and Vinnicombe, G., New untuned algorithms for worst case identification, 37th IEEE Conference on Decision and Control