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Now showing items 31-40 of 199
Stochastic models for short-term multipath fading channels: chi-square and Ornstein-Uhlenbeck processes
(IEEE, 1999)
This paper discusses the use of stochastic differential equations to model signal envelope variations over areas, which are subject to short-term fading effects. The short-term fading effects are modeled using Ornstein-Uhlenbeck ...
Output feedback risk-sensitive control and dynamic games: Small noise limits
(IEEE, 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.
New finite-dimensional stochastic optimal control problems
(IEEE, 1997)
This paper is concerned with partially observed stochastic optimal control problems. The states of the system are described by nonlinear controlled diffusion equations. The measurements are noisy linear combinations of the ...
Remarks on the explicit solutions for nonlinear partially observable stochastic control problems and relations to H∞ or robust control
(IEEE, 1995)
Partially observable stochastic and H∞ control problems are considered. The dynamics include nonlinearities which are the gradient of some potential function in addition to linear terms, the observations are linear, and ...
Evaluation of likelihood-ratio and performance bounds for nonlinear decision problems via stochastic PDE
(American Automatic Control Council, 1994)
The nonlinear binary decision problem with signal satisfying a diffusion equation observed through noisy measurements is considered. Using the unnormalized conditional density of nonlinear filtering, expressions for ...
Conditional moment generating functions for integrals and stochastic integrals
(IEEE, 1997)
In this paper we present two methods for computing filtered estimates for moments of integrals and stochastic integrals of continuous-time nonlinear systems. The first method utilizes recursive stochastic partial differential ...
Stochastic models for long-term multipath fading channels and their statistical properties
(IEEE, 1999)
This paper discusses the use of stochastic differential equations and point processes to model the long-term fading effects during transmission of electromagnetic waves over large areas, which are subject to multipaths and ...