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Necessary conditions of optimization for partially observed controlled diffusions
(1999)
Necessary conditions are derived for stochastic partially observed control problems when the control enters the drift coefficient and correlation between signal and observation noise is allowed. The problem is formulated ...
Finite-dimensional nonlinear output feedback dynamic games and bounds for sector nonlinearities
(1999)
In general, nonlinear output feedback dynamic games are infinite-dimensional. This paper treats a class of minimax games when the nonlinearities enter the dynamics of the unobservable states. An information state approach ...
Information Transfer of Control Strategies: Dualities of Stochastic Optimal Control Theory and Feedback Capacity of Information Theory
(2017)
The control-coding capacity of stochastic control systems is introduced, and its operational meaning is established using randomized control strategies, which simultaneously control output processes encode information, and ...
Statistical analysis of multipath fading channels using shot-noise analysis: An introduction
(2001)
In this paper, we introduce, the use of the shot-noise analysis, brought forward by Rice, as a natural tool in computing the various statistical properties of the multipath fading channels, in wireless communications. By ...
The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games
(1997)
This paper employs logarithmic transformations to establish relations between continuous-time nonlinear partially observable risk-sensitive control problems and analogous output feedback dynamic games. The first logarithmic ...
LQG optimality and separation principle for general discrete time partially observed stochastic systems over finite capacity communication channels
(2008)
This paper is concerned with control of stochastic systems subject to finite communication channel capacity. Necessary conditions for reconstruction and stability of system outputs are derived using the Information ...
Information states in stochastic control and filtering: a lie algebraic theoretic approach
(2000)
The purpose of this paper is twofold: i) to introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistics, or information state, in the optimal control of stochastic systems and ...
Maximum likelihood parameter estimation from incomplete data via the sensitivity equations: the continuous-time case
(2000)
This paper is concerned with maximum likelihood (ML) parameter estimation of continuous-time nonlinear partially observed stochastic systems, via the expectation maximization (EM) algorithm. It is shown that the EM algorithm ...
A biologically inspired networking model for wireless sensor networks
(2010)
Wireless sensor networks have emerged in strategic applications such as target detection, localization, and tracking, where the large scale renders centralized control prohibitive. In addition, the finite batteries of the ...