Browsing by Subject "Large deviations"

Now showing items 1-12 of 12

    • Conference Object  

      Characterization of the Optimal Disturbance Attenuation for Nonlinear Stochastic Uncertain Systems 

      Charalambous, Charalambos D.; Rezaei, F.; Djouadi, S. M. (2003)
      This paper is concerned with an abstract formulation of stochastic optimal control systems, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
    • Conference Object  

      Is robustness of stochastic uncertain systems related to information theory and statistical mechanics? 

      Charalambous, Charalambos D.; Kyprianou, Andreas (2005)
      Fifty years ago, when Claude Shannon was developing the Mathematical Theory of Communications, for reliable data transmission, which evolved into the subject of information theory, another discipline was developing dealing ...
    • Conference Object  

      Is robustness of stochastic uncertain systems related to information theory and statistical mechanics? 

      Charalambous, Charalambos D.; Kyprianou, Andreas (Affiliation: Department of Electrical and Computer Engineering, University of Cyprus, Nicosia, CyprusAffiliation: Department of Mechanical and Manufacturing Engineering, University of Cyprus, Nicosia, CyprusAffiliation: School of Information Technology and Engineering, University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaCorrespondence Address: Charalambous, C.D.Department of Electrical and Computer Engineering, University of Cyprus, Nicosia, Cyprusemail: chadcha@ucy.ac.cy, 2005)
      Fifty years ago, when Claude Shannon was developing the Mathematical Theory of Communications, for reliable data transmission, which evolved into the subject of information theory, another discipline was developing dealing ...
    • Conference Object  

      Is robustness of stochastic uncertain systems related to information theory and statistical mechanics? 

      Charalambous, C. D.; Kyprianou, Andreas (Affiliation: Department of Electrical and Computer Engineering, University of Cyprus, Nicosia, CyprusAffiliation: Department of Mechanical and Manufacturing Engineering, University of Cyprus, Nicosia, CyprusAffiliation: School of Information Technology and Engineering, University of Ottawa, 161 Louis Pasteur, A519, Ottawa, Ont. K1N 6N5, CanadaCorrespondence Address: Charalambous, C.D.Department of Electrical and Computer Engineering, University of Cyprus, Nicosia, Cyprusemail: chadcha@ucy.ac.cy, 2005)
      Fifty years ago, when Claude Shannon was developing the Mathematical Theory of Communications, for reliable data transmission, which evolved into the subject of information theory, another discipline was developing dealing ...
    • Conference Object  

      Large deviations and deterministic measures of information 

      Charalambous, Charalambos D.; Djouadi, S. M. (Institute of Electrical and Electronics Engineers Inc., 2003)
      In recent years, Large Deviations theory has found important applications in many areas of engineering and science including communication and control systems. The objective of this note is to introduce and explore connections ...
    • Article  

      Moderate deviations in subsampling distribution estimation 

      Bertail, Patrice; Gamst, A.; Politis, Dimitris Nicolas (2001)
      In Politis and Romano (1994) the subsampling methodology was put forth for approximating the sampling distribution (and the corresponding quantiles) of general statistics from i.i.d. and stationary data. In this note, we ...
    • Conference Object  

      Optimization of fully observable nonlinear stochastic uncertain controlled diffusion: Monotonicity properties and optimal sensitivity 

      Rezaei, F.; Charalambous, Charalambos D.; Kyprianou, Andreas (2004)
      This paper is concerned with fully observable nonlinear stochastically controlled diffusions, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...
    • Conference Object  

      Optimization of nonlinear stochastic uncertain relaxed controlled systems: Entropy rate functional and robustness 

      Rezaei, F.; Charalambous, Charalambos D.; Kyprianou, Andreas (2004)
      This paper is concerned with nonlinear stochastic uncertain relaxed controlled difussions, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, when the uncertain ...
    • Conference Object  

      Optimization of Stochastic Uncertain Systems: Large Deviations and Robustness 

      Charalambous, Charalambos D.; Rezaei, F. (2003)
      This paper is concerned with an abstract formulation of stochastic uncertain control systems, in which the pay-off is described by the relative entropy between the nominal measure and the uncertain measure, while the ...
    • Conference Object  

      Relations between information theory, robustness, and statistical mechanics of stochastic systems 

      Charalambous, Charalambos D.; Rezaei, F.; Kyprianou, Andreas (2004)
      The fundamental question, which will be addressed in this talk are the relations between dissipation, which is a concept of robustness, entropy rate, which is a concept of information theory, and statistical mechanics. ...
    • Article  

      Stochastic uncertain systems subject to relative entropy constraints: Induced norms and monotonicity properties of minimax games 

      Charalambous, Charalambos D.; Rezaei, F. (2007)
      Entropy and relative entropy are fundamental concepts on which information theory is founded on, and in general, telecommunication systems design. On the other hand, dissipation inequalities, minimax strategies, and induced ...
    • Conference Object  

      A Systems Approach to Channel Equalization 

      Venkatesh, S.; Voulgaris, P.; Hadjicostis, Christoforos N. (2003)
      In this paper we present a control theoretic frame-work for channel equalization. Channel equalization methods are used to mitigate the effects of inter-symbol interference (ISI). Traditional methods, maximize the signal ...