Learn how the Least Squares Criterion determines the line of best fit for data analysis, enhancing predictive accuracy in finance, economics, and investing.
Abstract: This article studies the problem of event-triggered (ET) backstepping control with state/output triggering for nonlinear strict-feedback systems. To address the issue of nondifferentiability ...
Abstract: Strength system optimization is a challenging trouble, because it entails a couple of objectives, constraints, records, and variables. Historically, linear regression fashions including ...
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